Mathematics and Credit Risk

Pichler, Stefan (PI - Project head)
Summer, Christopher (Researcher)
Veza, Tanja (Researcher)

3 Working Paper/Preprint
1 Journal article

1 results

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2008

The Delivery Option in Credit Default Swaps
Jankowitsch, R., Pullirsch, R. & Veza, T., 1 Dec 2008, In: Journal of Banking and Finance. 32, 7, p. 1269 - 1285
Publication: Scientific journal › Journal article › peer-review