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]
@article{LinLWZ11,
title = {The Valuation of the Basket CDS in a Primary-Subsidiary Model},
author = {Jianwei Lin and Gechun Liang and Sen Wu and Harry Zheng},
year = {2011},
doi = {10.1142/S0217595911003144},
url = {http://dx.doi.org/10.1142/S0217595911003144},
researchr = {https://researchr.org/publication/LinLWZ11},
cites = {0},
citedby = {0},
journal = {APJOR},
volume = {28},
number = {2},
pages = {213-238},
}