Basket CDS pricing with interacting intensities

File(s)

Finance and Stochastics_13_3_2009.pdf (190.04 KB)

Accepted version

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Author(s)

Zheng, H

Jiang, L

Type

Journal Article

Date Issued

2009-09-01

URI

http://hdl.handle.net/10044/1/18531

DOI

http://dx.doi.org/10.1007/s00780-009-0091-2

ISSN

0949-2984

Publisher

SPRINGER HEIDELBERG

Start Page

445

End Page

469

Journal / Book Title

FINANCE AND STOCHASTICS

Volume

13

Issue

3

Copyright Statement

Copyright © 2009, Springer-Verlag. The final publication is available at Springer via http://dx.doi.org/10.1007/s00780-009-0091-2

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000267896300007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published