The pricing of Credit Default Swaps under a Markov-modulated Merton’s structural model

Artikel › Journalartikel › 2008

Zitation

Siu, Tak Ken; Erlwein, Christina; Mamon, Rogemar: The pricing of Credit Default Swaps under a Markov-modulated Merton’s structural model. In: North American Actuarial Journal 12 (1). (2008), S. 19-46.

ISSN

10920277

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