A Comparison between the SSRD Model and the Market Model for CDS Options Pricing

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Journal of Theoretical and Applied Finance
Volume	9
Issue number	3
Publication status	Published - 2006

Cite this

@article{2505f371f79f4712b2919ba19d8b20d0,

title = "A Comparison between the SSRD Model and the Market Model for CDS Options Pricing",

author = "Damiano Brigo and L Cousot",

year = "2006",

language = "English",

volume = "9",

journal = "International Journal of Theoretical and Applied Finance",

publisher = "World Scientific Publishing Co. Pte Ltd",

number = "3",

}