Tarja Joro, Anne R. Niu, Paul Na. A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. In Winter Simulation Conference. pages 1632, 2004. [doi]
@inproceedings{JoroNN04,
title = {A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion},
author = {Tarja Joro and Anne R. Niu and Paul Na},
year = {2004},
url = {http://www.informs-sim.org/wsc04papers/216.pdf},
tags = {rule-based, systematic-approach},
researchr = {https://researchr.org/publication/JoroNN04},
cites = {0},
citedby = {0},
pages = {1632},
booktitle = {Winter Simulation Conference},
}