Tempered stable structural model in pricing credit spread and credit default swap
Crossref DOI link: https://doi.org/10.1007/s11147-017-9135-5
Published Online: 2017-07-05
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Sung Ik http://orcid.org/0000-0001-7603-0319
Kim, Young Shin
License valid from 2017-07-05