A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives

Sanjiv Das; Rangarajan Sundaram

ПВ 1540

Das, Sanjiv Ranjan, Sundaram, Rangarajan K. A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives, , 2000, с. 46 - 62.

Das, Sanjiv Ranjan, Sundaram, Rangarajan K. . A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives. : , 2000, с. 46 - 62.

Das, Sanjiv Ranjan, Sundaram, Rangarajan K. (2000) A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives, : , с. 46 - 62

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