![]() | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.
Article
Cantia, Catalin and Tunaru, Radu (2017) A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72. pp. 21-35. ISSN 0167-6687