Pricing model of interest rate swap with a bilateral default risk
Work
Year: 2010
Type: article
Institutions Zhejiang University, State Street (United States)
Cites: 21
Cited by: 6
Related to: 10
FWCI: 0.545
Citation percentile (by year/subfield): 78.46
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: bronze
Funders National Natural Science Foundation of China, Ministry of Education of the People's Republic of China
Grant IDS 70973104, 309018