Skip to content

Opening book details…

About this Economics, Econometrics and Finance article

Pricing kth-to-Default Swaps Under Default Contagion: The Matrix-Analytic Approach by Herbertsson, Alexander; Rootzén, Holger is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Herbertsson, Alexander; Rootzén, Holger
Publisher
Social Science Electronic Publishing; Publons; Research Square; Elsevier BV (ISSN 1556-5068)
Published
2007
Field
Economics, Econometrics and Finance (Social Sciences)

More by Herbertsson, Alexander; Rootzén, Holger

Browse all works by Herbertsson, Alexander; Rootzén, Holger