Mortensen, Allan <br/><br/>
Semi analytical valuation of basket credit derivatives in intensity based models 
 J5781  2006 

 -  2006 
 - 8 - 26  V.  13  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Credit;Derivatives;Intensity based models;