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Publication Type:
journal articles

Publication Year:
2004

Publication Bibliography:

Tahani, Nabil, “Valuing Credit Derivatives Using Gaussian Quadrature: A Stochastic Volatility Framework,” The Journal of Futures Markets, Jan 2004, Vol. 24, Iss. 1, pp 3-35. LEAD ARTICLE.

Publication Reference Link:

Break down of publication data into fields

Publication Title:
Valuing Credit Derivatives Using Gaussian Quadrature: A Stochastic Volatility Framework

Author Name:
Tahani, N.

Co-Author Name(s):

c
d

Conference Title:

Report Title:

Title of Paper:
Valuing Credit Derivatives Using Gaussian Quadrature: A Stochastic Volatility Framework

Chapter Title:

Title of Journal:
The Journal of Futures Markets

Title of Book:

Conference Name:

City and Province/State/Country:

Editor's Name (if different from Author's Name):

Volume and Issue:
Jan 2004, Vol. 24, Iss. 1

ISBN/Catalogue No:

Publisher:

City:

Page Number(s):
3-35

Publication Type:

Publication Category: