Credit Default Swaps with R

R C C++ Submitted 09 January 2025Published 05 September 2025
Review

Editor: @lrnv (all papers)
Reviewers: @martinju (all reviews), @andyyao95 (all reviews)

Authors

Yanrong Song (0009-0003-5738-8384), Zijie Zhu, David Kane, Heidi Chen, Yuanchu Dang, Yang Lu, Kanishka Malik, Skylar Smith

Citation

Song et al., (2025). Credit Default Swaps with R. Journal of Open Source Software, 10(113), 7758, https://doi.org/10.21105/joss.07758

@article{Song2025, doi = {10.21105/joss.07758}, url = {https://doi.org/10.21105/joss.07758}, year = {2025}, publisher = {The Open Journal}, volume = {10}, number = {113}, pages = {7758}, author = {Song, Yanrong and Zhu, Zijie and Kane, David and Chen, Heidi and Dang, Yuanchu and Lu, Yang and Malik, Kanishka and Smith, Skylar}, title = {Credit Default Swaps with R}, journal = {Journal of Open Source Software} }
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ISSN 2475-9066