Pricing Credit Default Swaps with Option-Implied Volatility
Financial analysts journal, 2011-07, Vol.67 (4), p.67-76
[Peer Reviewed Journal]
2011 CFA Institute ;Copyright CFA Institute Jul/Aug 2011 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v67.n4.2 ;CODEN: FIAJA4
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