Basket CDS pricing with interacting intensities

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Title: Basket CDS pricing with interacting intensities
Author(s): Zheng, H
Jiang, L
Item Type: Journal Article
Publication Date: 1-Sep-2009
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
Publication Status: Published
Appears in Collections:Financial Mathematics



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