"A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) ..."

Tarja Joro, Anne R. Niu, Paul Na (2004)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Tarja Joro, Anne R. Niu, Paul Na:
A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. WSC 2004: 1632-1636

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