User menu

Analytical Pricing of Basket Default Swaps in a Dynamic Hull & White Framework

Bibliographic reference Vrins, Frédéric. Analytical Pricing of Basket Default Swaps in a Dynamic Hull & White Framework. In: The Journal of Credit Risk, Vol. 6, no.4, p. 85-111 (Winter 2010/2011)
Permanent URL http://hdl.handle.net/2078.1/150976