The Valuation of the Basket CDS in a Primary-Subsidiary Model

Jianwei Lin, Gechun Liang, Sen Wu, Harry Zheng. The Valuation of the Basket CDS in a Primary-Subsidiary Model. APJOR, 28(2):213-238, 2011. [doi]

Authors

Jianwei Lin

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Gechun Liang

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Sen Wu

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Harry Zheng

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