Applied Mathematics
Vol.2 No.1(2011), Paper ID 3816, 12 pages
DOI:10.4236/am.2011.21012
Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model
Jin Liang, Peng Zhou, Yujing Zhou, Junmei Ma
Copyright © 2011 Jin Liang, Peng Zhou, Yujing Zhou, Junmei Ma et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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