Work

Pricing Multiname Credit Derivatives: Heavy Tailed Hybrid Approach

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.296402

Authors: Roy Mashal, Marco Naldi

Institution: Barclays (United Kingdom)

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1509869658

Cites: 42

Cited by: 21

Related to: 10