Title: Fast valuation and calibration of credit default swaps under Lévy dynamics
Authors: Fang, Fang ×
Jonsson, Henrik
Schoutens, Wim
Oosterlee, C.W. #
Issue Date: 2010
Publisher: Risk Waters Group
Series Title: Journal of Computational Finance vol:14 issue:2 pages:57-86
ISSN: 1460-1559
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
× corresponding author
# (joint) last author

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