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AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING
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- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 02 September 2021, pp. 143-162
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A Gaussian Exponential Approximation to Some Compound Poisson Distributions
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 1 / May 2003
- Published online by Cambridge University Press:
- 17 April 2015, pp. 41-55
- Print publication:
- May 2003
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