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"Pricing model of interest rate swap with a bilateral default risk."

Xiaofeng Yang et al. (2010)

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DOI: 10.1016/J.CAM.2009.12.042

access: open

type: Journal Article

metadata version: 2023-06-13

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  - journals/jcam/YangYLCY10
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  - https://dblp.org/rec/journals/jcam/YangYLCY10
Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu Yang:
Pricing model of interest rate swap with a bilateral default risk. J. Comput. Appl. Math. 234(2): 512-517 (2010)

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