The Delivery Option in Credit Default Swaps

Rainer Jankowitsch
, Rainer Pullirsch
, Tanja Veza

Publication: Working/Discussion Paper › Working Paper/Preprint

Original language	German (Austria)
Publication status	Published - 1 Oct 2006

Other files and links

http://www.wu-wien.ac.at/kreditwirtschaft/forschung/publik/delivery_option.pdf

Mathematics and Credit Risk
Pichler, S. (PI - Project head), Summer, C. (researchers ) & Veza, T. (researchers )
1/05/05 → 30/04/09
Project: Research funding

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