The valuation of default-triggered credit derivatives

Journal of Financial and Quantitative Analysis

Volumn 38, Issue 2, 2003, Pages 359-382

  Chen, Ren Raw ^a   Sopranzetti, Ben J ^a  

^a RUTGERS BUSINESS SCHOOL   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038125478     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/4126755     Document Type: Article

References (19)

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