A Markov model for the term structure of credit risk spreads

Research output: Contribution to journal › Journal article › Research › peer-review

  • Robert A. Jarrow
  • David Lando
  • Stuart M. Turnball
Original languageEnglish
JournalThe Review of Financial Studies
Volume10
Issue number2
Pages (from-to)481-523
ISSN0893-9454
Publication statusPublished - 1997

ID: 221606