"Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery."

Andrey Itkin, Fazlollah Soleymani (2021)

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DOI: 10.1016/J.JOCS.2021.101434

access: closed

type: Journal Article

metadata version: 2021-10-19

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Andrey Itkin, Fazlollah Soleymani:
Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery. J. Comput. Sci. 54: 101434 (2021)

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