Journal of Financial Markets
Vol. 13
No. 3
2010
The information content of option-implied volatility for credit default swap valuation
Charles
Cao1;
Fan
Yu2;
Zhaodong
Zhong3
1 Pennsylvania State University · 2 Claremont McKenna College · 3 Rutgers, The State University of New Jersey
- DOI
- 10.1016/j.finmar.2010.01.002
- Volume
- 13
- Issue
- 3
- Pages
- 321-343
- Language
- en
- Sources
-
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