%0 Journal Article %1 Egami2006 %A Egami, Masahiko %A Esteghamat, Kian %D 2006 %J Journal of Banking & Finance %K Correlated credit risk %N 2 %P 341--364 %T An approximation method for analysis and valuation of credit correlation derivatives %U http://www.sciencedirect.com/science/article/B6VCY-4GGWGD2-4/1/c298b7aafce390d805bd278f98b287e4 %V 30

@article{Egami2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Egami, Masahiko and Esteghamat, Kian}, biburl = {https://www.bibsonomy.org/bibtex/2e1178213662784c459389efb0a525dc4/smicha}, description = {Journal of Banking & Finance}, interhash = {966214d91eacbc24db0b4db3e4f39474}, intrahash = {e1178213662784c459389efb0a525dc4}, journal = {Journal of Banking \& Finance}, keywords = {Correlated credit risk}, month = Feb, number = 2, pages = {341--364}, timestamp = {2008-04-22T13:57:05.000+0200}, title = {An approximation method for analysis and valuation of credit correlation derivatives}, url = {http://www.sciencedirect.com/science/article/B6VCY-4GGWGD2-4/1/c298b7aafce390d805bd278f98b287e4}, volume = 30, year = 2006 }