Chiang,Mi Hsiu et al <br/><br/>
Efficient algorithm for basket default swap valuation 
 2007 

 -  2007 
 - 8-19  V.  15  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Basket default swaps;Monte carlo simulations;