"A multinomial tree model for pricing credit default swap options."

Yi-Ping Chang, Ming-Chin Hung, Yi-Chen Ko (2011)

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DOI: 10.1007/S00180-010-0212-6

access: closed

type: Journal Article

metadata version: 2020-07-08

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Yi-Ping Chang, Ming-Chin Hung, Yi-Chen Ko:
A multinomial tree model for pricing credit default swap options. Comput. Stat. 26(1): 95-120 (2011)

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