Fast valuation and calibration of credit default swaps under Lévy dynamics
Journal Article
(2010)
Author(s)
Fang Fang (TU Delft - Old - EWI Sect. Numerical Analysis)
HJ J'onsson (External organisation)
Kees Oosterlee (TU Delft - Numerical Analysis)
W Schoutens (External organisation)
Research Group
Old - EWI Sect. Numerical Analysis
To reference this document use:
https://resolver.tudelft.nl/uuid:9205eca0-e750-4c36-b9da-1240d52e5dde
More Info
expand_more
expand_more
Publication Year
2010
Research Group
Old - EWI Sect. Numerical Analysis
Issue number
2
Volume number
14
Pages (from-to)
1-30
No files available
Metadata only record. There are no files for this record.