Title: Single Name Credit Deafult Swaptions Meet Single Sided Jump Models
Authors: Jonsson, Henrik * ×
Schoutens, Wim * #
Issue Date: Mar-2008
Publisher: Kluwer Academic Publishers
Series Title: Review of Derivatives Research vol:11 issue:1-2 pages:153-169
ISSN: 1380-6645
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
* (joint) first author
× corresponding author
# (joint) last author

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