Work

Market Models for CDS Options and Callable Floaters

Year: 2005

Type: article

Source: Research Portal (King's College London)

Author: Damiano Brigo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2471347482

FWCI: 6.262

Cites:

Cited by: 52

Related to: 10