Research Publications

Citation

BibTex format

@article{Zheng:2009:10.1007/s00780-009-0091-2,
author = {Zheng, H and Jiang, L},
doi = {10.1007/s00780-009-0091-2},
journal = {FINANCE AND STOCHASTICS},
pages = {445--469},
title = {Basket CDS pricing with interacting intensities},
url = {http://dx.doi.org/10.1007/s00780-009-0091-2},
volume = {13},
year = {2009}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Zheng,H
AU  - Jiang,L
DO  - 10.1007/s00780-009-0091-2
EP  - 469
PY  - 2009///
SN  - 0949-2984
SP  - 445
TI  - Basket CDS pricing with interacting intensities
T2  - FINANCE AND STOCHASTICS
UR  - http://dx.doi.org/10.1007/s00780-009-0091-2
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000267896300007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
UR  - http://hdl.handle.net/10044/1/18531
VL  - 13
ER  -
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