Credit default swap

Field
Subfield
Domain
OpenAlex	C30589699

Smeal faculty

• Jingzhi Huang - score 0.7
• Charles Cao - score 0.6

Papers

• The Information Content of Option-Implied Volatility for Credit Default Swap Valuation (2009) - cites 99
• Specification Analysis of Structural Credit Risk Models (2019) - cites 79