Additional Metadata
THEME Life Sciences (theme 5), Energy (theme 4)
Publisher Risk Publications
Journal Journal of Computational Finance
Citation
Fang, F, Jönsson, H, Oosterlee, C.W, & Schoutens, W. (2010). Fast valuation and calibration of credit default swaps under Lévy dynamics. Journal of Computational Finance, 14(2), 1–30.