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1 Ergebnisse
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The valuation of multi-counterparties CDS with credit ratin..:
Li, Wen-yi
;
Guo, Hua-ying
;
Liang, Jin
.
Applied Mathematics-A Journal of Chinese Universities. 35 (2020) 4 - p. 379-391 , 2020
Link:
https://doi.org/10.1007/s11766-020-3503-4
RT Journal T1 <Title>The valuation of multi-counterparties CDS with credit rating migration</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s11766-020-3503-4&Exemplar=1&LAN=DE A1 Li, Wen-yi A1 Guo, Hua-ying A1 Liang, Jin A1 Brahim, Anis Ben PB Springer Science and Business Media LLC YR 2020 SN 1005-1031 SN 1993-0445 JF Applied Mathematics-A Journal of Chinese Universities VO 35 IS 4 SP 379 OP 391 LK http://dx.doi.org/https://doi.org/10.1007/s11766-020-3503-4 DO https://doi.org/10.1007/s11766-020-3503-4 SF ELIB - SuUB Bremen
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