Research Publications

Citation

BibTex format

@article{Lin:2011:10.1142/S0217595911003144,
author = {Lin, J and Liang, G and Wu, S and Zheng, H},
doi = {10.1142/S0217595911003144},
journal = {ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH},
pages = {213--238},
title = {The valuation of the basket CDSs in the primary-subsidiary model},
url = {http://dx.doi.org/10.1142/S0217595911003144},
volume = {28},
year = {2011}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Lin,J
AU  - Liang,G
AU  - Wu,S
AU  - Zheng,H
DO  - 10.1142/S0217595911003144
EP  - 238
PY  - 2011///
SN  - 0217-5959
SP  - 213
TI  - The valuation of the basket CDSs in the primary-subsidiary model
T2  - ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
UR  - http://dx.doi.org/10.1142/S0217595911003144
UR  - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000289520400005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL  - 28
ER  -
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