| Original language | English |
|---|---|
| Pages (from-to) | 1007 - 1026 |
| Number of pages | 20 |
| Journal | International Journal of Theoretical and Applied Finance |
| Volume | 12 |
| Issue number | 7 |
| Publication status | Published - Nov 2009 |
Counterparty Risk for Credit Default Swaps: Impact of spread volatility and default correlation
Damiano Brigo, K Chourdakis
Research output: Contribution to journal › Article › peer-review
74
Citations
(Scopus)