Efficient algorithm for basket default swap valuation
Chiang,Mi Hsiu et al
Efficient algorithm for basket default swap valuation 2007 - 2007 - 8-19 V. 15 Issue. 2
Derivatives
Basket default swaps;Monte carlo simulations;
Efficient algorithm for basket default swap valuation 2007 - 2007 - 8-19 V. 15 Issue. 2
Derivatives
Basket default swaps;Monte carlo simulations;