On pricing basket credit default swaps

Jia Wen Gu*, Wai Ki Ching, Tak Kuen Siu, Harry Zheng

*Corresponding author for this work

Research output: Contribution to journalArticle

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)1845-1854
Number of pages10
JournalQuantitative Finance
Volume13
Issue number12
DOIs
Publication statusPublished - 2013

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