Search

The Pricing of credit default swaps under a Markov-modulated Merton's structural model

Section: Articles
Title: The Pricing of credit default swaps under a Markov-modulated Merton's structural model / Tak Kuen Siu, Christina Erlwein, Rogemar S. MamonAuthor: Siu, Kuen
Related records: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/01/2008 Número 1 12 2008Otros autores: Erlwein, Christina
Mamon, Rogemar S.
Other categories: 1
Referencias externas:
See issue detail