Communications in Statistics - Theory and Methods


    ISSN: (Print) (Online) Journal homepage: https://www.tandfonline.com/loi/lsta20


Valuation of kth-to-default credit-linked notes with
counterparty risk in a reduced-form model
Kangquan Zhi, Xiaosong Qian & Ayu Xie
To cite this article: Kangquan Zhi, Xiaosong Qian & Ayu Xie (2021): Valuation of kth-to-default
credit-linked notes with counterparty risk in a reduced-form model, Communications in Statistics -
Theory and Methods, DOI: 10.1080/0 ...