"Basket CDS pricing with interacting intensities."

Harry Zheng, Lishang Jiang (2009)

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DOI: 10.1007/S00780-009-0091-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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Harry Zheng, Lishang Jiang:
Basket CDS pricing with interacting intensities. Finance Stochastics 13(3): 445-469 (2009)

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