Fast valuation and calibration of credit default swaps under Lévy dynamics

2010

Journal of Computational Finance , Volume 14 - Issue 2 p. 1- 30

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Risk Publications
Journal	Journal of Computational Finance
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Fang, F., Jönsson, H., Oosterlee, K., & Schoutens, W. (2010). Fast valuation and calibration of credit default swaps under Lévy dynamics. Journal of Computational Finance, 14(2), 1–30.

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