Affine jump diffusion models for the pricing of credit default swaps

Affine jump diffusion models for the pricing of credit default swaps

Bibliographic Details
Main Author:	Lahiri, Joydeep
Published:	University of Reading 2009
Subjects:	332
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529979

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