Terra Cognita

A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS

Licence unknown link only — licence forbids redistribution arxiv 2007

Yunfen Bai (1, 2), Xinhua Hu (1), Zhongxing Ye (1) ((1)Department of Mathematics, Shanghai Jiaotong University; (2)Department of Mathematics, Shijiazhuang College)

arXiv preprint (q-fin.RM, math.PR).

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ABSTRACT · 0.0 MB · sha256 e5c488bad3a3…

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