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Pricing equity default swaps using the CGMY Levy process

Publikation: Working paper/Preprint Working paperForskning

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Pricing equity default swaps using the CGMY Levy process. / Asmussen, Søren; Madan, D.; Pistorius, M.

2005.

Publikation: Working paper/Preprint Working paperForskning

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@techreport{4bb980505ea311dbbee902004c4f4f50,
title = "Pricing equity default swaps using the CGMY Levy process",
author = "S{\o}ren Asmussen and D. Madan and M. Pistorius",
year = "2005",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Pricing equity default swaps using the CGMY Levy process

AU - Asmussen, Søren

AU - Madan, D.

AU - Pistorius, M.

PY - 2005

Y1 - 2005

M3 - Working paper

BT - Pricing equity default swaps using the CGMY Levy process

ER -