Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads
Work
Year: 2010
Type: article
Source: Asia-Pacific Financial Markets
Authors Yoshifumi Muroi, Kazuhiro Takino
Cites: 23
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 59.68
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed