Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach
Crossref DOI link: https://doi.org/10.1007/s10614-016-9608-x
Published Online: 2016-08-13
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Andreoli, Alessandro
Ballestra, Luca Vincenzo
Pacelli, Graziella
License valid from 2016-08-13