The valuation of multi-counterparties CDS with credit rating migration
Crossref DOI link: https://doi.org/10.1007/s11766-020-3503-4
Published Online: 2020-12-28
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Wen-yi
Guo, Hua-ying
Liang, Jin
Brahim, Anis Ben
Text and Data Mining valid from 2020-10-01
Version of Record valid from 2020-10-01
Article History
Received: 14 October 2016
Revised: 23 October 2019
First Online: 28 December 2020