Information Journal Paper
APA:
CopyHULL, J., & WHITE, A.. (2000). VALUING CREDIT DEFAULT SWAPS I: NO COUNTERPARTY DEFAULT RISK. JOURNAL OF DERIVATIVES, -(-), 0-0. SID. https://sid.ir/paper/580928/en
Vancouver:
CopyHULL J., WHITE A.. VALUING CREDIT DEFAULT SWAPS I: NO COUNTERPARTY DEFAULT RISK. JOURNAL OF DERIVATIVES[Internet]. 2000;-(-):0-0. Available from: https://sid.ir/paper/580928/en
IEEE:
CopyJ. HULL, and A. WHITE, “VALUING CREDIT DEFAULT SWAPS I: NO COUNTERPARTY DEFAULT RISK,” JOURNAL OF DERIVATIVES, vol. -, no. -, pp. 0–0, 2000, [Online]. Available: https://sid.ir/paper/580928/en