Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

Research output: Contribution to journal › Journal article › Research › peer-review

  • Brian Norsk Huge
  • David Lando
Original languageEnglish
JournalReview of Finance (Print)
Volume3
Pages (from-to)239-268
ISSN1572-3097
Publication statusPublished - 1999

ID: 175489