Indifference pricing of credit default swaps in a multi-period model
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Published:2023
Issue:11
Volume:19
Page:8343-8364
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ISSN:1547-5816
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Container-title:Journal of Industrial and Management Optimization
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language:
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Short-container-title:JIMO
Author:
Xie Ayu, ,Lin Jianwei,Qian Xiaosong, , ,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Insect Science,Ecology,Ecology, Evolution, Behavior and Systematics