On the single name CDS price under structural modeling

Author:

Gökgöz İ.H.,Uğur Ö.,Yolcu Okur Y.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

1. The US and Irish credit crises: their distinctive differences and common features;Connor;Journal of International Money and Finance,2012

2. Darrell Duffie, Innovations in credit risk transfer: implications for financial stability, Working Paper, Stanford University and National Bureau of Economic Research, 2007. Available at http://www.bis.org/publ/work255.pdf.

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