Credit Derivatives in an Affine Framework

Damir Filipovic, Li Chen

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	123 - 140
Journal	Asia-Pacific Financial Markets
Volume	14
Publication status	Published - 1 Feb 2007

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@article{73a10e7481574254bfcf509792da1646,

title = "Credit Derivatives in an Affine Framework",

author = "Damir Filipovic and Li Chen",

year = "2007",

month = feb,

day = "1",

language = "English",

volume = "14",

pages = "123 -- 140",

journal = "Asia-Pacific Financial Markets",

issn = "1387-2834",

publisher = "Springer New York",

}