Phillip Mashele
Results
Journal Article
Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 5 : pp. 1301–1326
Journal Article
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 5 : pp. 1301–1326