The Delivery Option in Credit Default Swaps

Rainer Jankowitsch, Rainer Pullirsch, Tanja Veza

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	1269 - 1285
Journal	Journal of Banking and Finance
Volume	32
Issue number	7
Publication status	Published - 1 Dec 2008

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

@article{0824b79a37a84176bec343b31a4e8006,

title = "The Delivery Option in Credit Default Swaps",

author = "Rainer Jankowitsch and Rainer Pullirsch and Tanja Veza",

year = "2008",

month = dec,

day = "1",

language = "English",

volume = "32",

pages = "1269 -- 1285",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "7",

}