A Markov Model for the Term Structure of Credit Risk Spreads

Research output: Contribution to journalJournal articleResearch

  • David Lando
  • R.A. Jarrow
  • S.M. Turnbull
Matematisk finansieringsteori
Original languageEnglish
JournalPreprint
Issue number10
Pages (from-to)63
Publication statusPublished - 1995

ID: 242240