Valuing Credit Default Swaps on Correlated LMM Processes.
In: Journal of Alternative Investments, Jg. 9 (2006-06-01), Heft 1, S. 78-88
Online
academicJournal
Zugriff:
Titel: |
Valuing Credit Default Swaps on Correlated LMM Processes.
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Autor/in / Beteiligte Person: | Kettunen, Janne ; Meissner, Gunter |
Link: | |
Zeitschrift: | Journal of Alternative Investments, Jg. 9 (2006-06-01), Heft 1, S. 78-88 |
Veröffentlichung: | 2006 |
Medientyp: | academicJournal |
ISSN: | 1520-3255 (print) |
DOI: | 10.3905/jai.2006.640268 |
Sonstiges: |
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