An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors

By Ren‐Raw Chen, Xiaolin Cheng, Frank J Fabozzi 3, Bo Liu. Journal of Financial and Quantitative Analysis, 2008

66 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/5c5de1bac15393500d59f080df23c5f9a9efd0e4