Original language | English |
---|---|
Journal | Review of Finance (Print) |
Volume | 3 |
Pages (from-to) | 239-268 |
ISSN | 1572-3097 |
Publication status | Published - 1999 |
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
Brian Norsk Huge, David Lando
Brian Norsk Huge, David Lando
Original language | English |
---|---|
Journal | Review of Finance (Print) |
Volume | 3 |
Pages (from-to) | 239-268 |
ISSN | 1572-3097 |
Publication status | Published - 1999 |