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"A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) ..."

Tarja Joro, Anne R. Niu, Paul Na (2004)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - electronic edition @ informs-sim.org (open access)
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  dblp key:
  - conf/wsc/JoroNN04
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/JoroNN04
Tarja Joro, Anne R. Niu, Paul Na:
A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. WSC 2004: 1632-1636

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