On pricing basket credit default swaps

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12 Citations (Scopus)

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@article{7327e25edfa74b76960e0551ac968215,

title = "On pricing basket credit default swaps",

author = "Gu, \{Jia Wen\} and Ching, \{Wai Ki\} and Siu, \{Tak Kuen\} and Harry Zheng",

year = "2013",

doi = "10.1080/14697688.2013.783713",

language = "English",

volume = "13",

pages = "1845--1854",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor \& Francis",

number = "12",

}

TY - JOUR

T1 - On pricing basket credit default swaps

AU - Gu, Jia Wen

AU - Ching, Wai Ki

AU - Siu, Tak Kuen

AU - Zheng, Harry

PY - 2013

Y1 - 2013

UR - https://www.scopus.com/pages/publications/84890600131

U2 - 10.1080/14697688.2013.783713

DO - 10.1080/14697688.2013.783713

M3 - Article

AN - SCOPUS:84890600131

SN - 1469-7688

VL - 13

SP - 1845

EP - 1854

JO - Quantitative Finance

JF - Quantitative Finance

IS - 12

ER -