Work

Utility Valuation of Credit Derivatives: Single and Two-Name Cases

Year: 2007

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-0-8176-4545-8_15

Authors: Ronnie Sircar, Thaleia Zariphopoulou

Institutions: Princeton University, The University of Texas at Austin

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W78815239

FWCI: 7.74

Cites: 30

Cited by: 21

Related to: 10