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.

 

How to Cite this Article


J. Liang, P. Zhou, Y. Zhou and J. Ma, "Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model," Applied Mathematics, Vol. 2 No. 1, 2011, pp. 106-117. doi: 10.4236/am.2011.21012.

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