Credit contingent interest rate swap pricing
Crossref DOI link: https://doi.org/10.1186/s40929-017-0015-x
Published Online: 2017-10-03
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Huang, Haohan http://orcid.org/0000-0003-1969-5554
Huang, Huaxiong
Wang, Eugene
Zhu, Hongmei
License valid from 2017-10-03