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FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS
- Source :
- International Journal of Theoretical and Applied Finance; 1+; 0219-0249; 03; 24; 2150017; ~International Journal of Theoretical and Applied Finance~1+~~~~0219-0249~03~24~~2150017
- Publication Year :
- 2021
-
Abstract
- Contains fulltext : 239839.pdf (Author’s version preprint ) (Open Access)
Details
- Database :
- OAIster
- Journal :
- International Journal of Theoretical and Applied Finance; 1+; 0219-0249; 03; 24; 2150017; ~International Journal of Theoretical and Applied Finance~1+~~~~0219-0249~03~24~~2150017
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1377166481
- Document Type :
- Electronic Resource