Título:

A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface

Autores:

José da Fonseca (Auckland U Technology)
Katrin Gottschalk (Auckland U Technology)

Revista:

Journal of Futures Markets

Ano:

2013

Volume:

33

Páginas:

494-517

Código JEL:

G13 - Contingent Pricing; Futures Pricing