Credit Risks of Interest Rate Swaps: A Comparative Study of CIR and Monte Carlo Simulation Approach
Author: Fang, Victor.  Published in: Intelligent Data Engineering and Automated Learning – IDEAL 2004, v. 3177  pp. 780- 787  Date: 2004
ISSN:  0302-9743,  EISSN:  1611-3349  DOI:  10.1007/978-3-540-28651-6_116