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Article: On Pricing Basket Credit Default Swaps

TitleOn Pricing Basket Credit Default Swaps
Authors
Issue Date2013
PublisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp
Citation
Quantitative Finance, 2013, v. 13, p. 1845-1854 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/193594
ISSN
2015 Impact Factor: 0.794
2015 SCImago Journal Rankings: 0.565
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorGU, Jen_US
dc.contributor.authorChing, WKen_US
dc.contributor.authorSiu, Ten_US
dc.contributor.authorZheng, Hen_US
dc.date.accessioned2014-01-20T05:06:48Z-
dc.date.available2014-01-20T05:06:48Z-
dc.date.issued2013en_US
dc.identifier.citationQuantitative Finance, 2013, v. 13, p. 1845-1854en_US
dc.identifier.issn1469-7688en_US
dc.identifier.urihttp://hdl.handle.net/10722/193594-
dc.languageengen_US
dc.publisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.aspen_US
dc.relation.ispartofQuantitative Financeen_US
dc.rightsPREPRINT This is a preprint of an article whose final and definitive form has been published in the [JOURNAL TITLE] [year of publication] [copyright Taylor & Francis]; [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article POSTPRINT ‘This is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.en_US
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.titleOn Pricing Basket Credit Default Swapsen_US
dc.typeArticleen_US
dc.identifier.emailChing, WK: wching@hku.hken_US
dc.identifier.authorityChing, WK=rp00679en_US
dc.description.naturepostprint-
dc.identifier.doi10.1080/14697688.2013.783713-
dc.identifier.hkuros227231en_US
dc.identifier.volume13en_US
dc.identifier.spage1845en_US
dc.identifier.epage1854en_US
dc.identifier.isiWOS:000328608800001-
dc.publisher.placeUnited Kingdomen_US

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