"On pricing and hedging basket credit derivatives with dependent structure."

Dong-Mei Zhu et al. (2014)

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DOI: 10.1109/CIFER.2014.6924106

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/ZhuXCZ14
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Dong-Mei Zhu, Yue Xie, Wai-Ki Ching, Harry Zheng:
On pricing and hedging basket credit derivatives with dependent structure. CIFEr 2014: 435-440

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