Credit Events and the Valuation of Credit Derivatives of Basket Type
Year: 2000
Type: article
Source: Review of Derivatives Research
Authors: Masaaki Kijima, Yukio Muromachi
Institutions: Tokyo Metropolitan University, NLI Research Institute (Japan)
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1540285226