Jin Liang, Yin Xu. Valuation of credit contingent interest rate swap. Risk and Decision Analysis, 4(1):39-46, 2013. [doi]
@article{LiangX13,
title = {Valuation of credit contingent interest rate swap},
author = {Jin Liang and Yin Xu},
year = {2013},
doi = {10.3233/RDA-2012-0072},
url = {http://dx.doi.org/10.3233/RDA-2012-0072},
researchr = {https://researchr.org/publication/LiangX13},
cites = {0},
citedby = {0},
journal = {Risk and Decision Analysis},
volume = {4},
number = {1},
pages = {39-46},
}