Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. / Huge, Brian Norsk; Lando, David.
In: Review of Finance (Print), Vol. 3, 1999, p. 239-268.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Huge, BN & Lando, D 1999, 'Swap Pricing with Two-Sided Default Risk in a Rating-Based Model', Review of Finance (Print), vol. 3, pp. 239-268.
APA
Huge, B. N., & Lando, D. (1999). Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. Review of Finance (Print), 3, 239-268.
Vancouver
Huge BN, Lando D. Swap Pricing with Two-Sided Default Risk in a Rating-Based Model. Review of Finance (Print). 1999;3:239-268.
Author
Bibtex
@article{f5d56b0074c711dbbee902004c4f4f50,
title = "Swap Pricing with Two-Sided Default Risk in a Rating-Based Model",
author = "Huge, {Brian Norsk} and David Lando",
year = "1999",
language = "English",
volume = "3",
pages = "239--268",
journal = "Review of Finance",
issn = "1572-3097",
publisher = "Oxford University Press",
}
RIS
TY - JOUR
T1 - Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
AU - Huge, Brian Norsk
AU - Lando, David
PY - 1999
Y1 - 1999
M3 - Journal article
VL - 3
SP - 239
EP - 268
JO - Review of Finance
JF - Review of Finance
SN - 1572-3097
ER -
ID: 175489