Tarashev, N. A., & Zhu, H. (2008). The pricing of correlated default risk: Evidence from the credit derivatives market. Dt. Bundesbank.
Chicago Style (17th ed.) CitationTarashev, Nikola A., and Haibin Zhu. The Pricing of Correlated Default Risk: Evidence from the Credit Derivatives Market. Frankfurt: Dt. Bundesbank, 2008.
MLA (9th ed.) CitationTarashev, Nikola A., and Haibin Zhu. The Pricing of Correlated Default Risk: Evidence from the Credit Derivatives Market. Dt. Bundesbank, 2008.
Warning: These citations may not always be 100% accurate.