Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

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Standard

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. / Huge, Brian Norsk; Lando, David.

I: Review of Finance (Print), Bind 3, 1999, s. 239-268.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Huge, BN & Lando, D 1999, 'Swap Pricing with Two-Sided Default Risk in a Rating-Based Model', Review of Finance (Print), bind 3, s. 239-268.

APA

Huge, B. N., & Lando, D. (1999). Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. Review of Finance (Print), 3, 239-268.

Vancouver

Huge BN, Lando D. Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. Review of Finance (Print). 1999;3:239-268.

Author

Huge, Brian Norsk ; Lando, David. / Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. I: Review of Finance (Print). 1999 ; Bind 3. s. 239-268.

Bibtex

@article{f5d56b0074c711dbbee902004c4f4f50,
title = "Swap Pricing with Two-Sided Default Risk in a Rating-Based Model",
author = "Huge, {Brian Norsk} and David Lando",
year = "1999",
language = "English",
volume = "3",
pages = "239--268",
journal = "Review of Finance",
issn = "1572-3097",
publisher = "Oxford University Press",

}

RIS

TY - JOUR

T1 - Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

AU - Huge, Brian Norsk

AU - Lando, David

PY - 1999

Y1 - 1999

M3 - Journal article

VL - 3

SP - 239

EP - 268

JO - Review of Finance

JF - Review of Finance

SN - 1572-3097

ER -

ID: 175489