To the top

Page Manager: Webmaster
Last update: 9/11/2012 3:13 PM

Tell a friend about this page
Print version

Pricing basket default sw… - University of Gothenburg, Sweden Till startsida
To content Read more about how we use cookies on

Pricing basket default swaps in a tractable shot noise model

Journal article
Authors Alexander Herbertsson
Jiwook Jang
Thorsten Schmidt
Published in Statistics and Probability Letters
Volume 81
Issue 8
Pages 1196-1207
Publication year 2011
Published at Department of Economics
Pages 1196-1207
Language en
Links 10.1016/j.spl.2011.03.018
Subject categories Economics
Page Manager: Webmaster|Last update: 9/11/2012

The University of Gothenburg uses cookies to provide you with the best possible user experience. By continuing on this website, you approve of our use of cookies.  What are cookies?