On Cox processes and credit risky securities
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
On Cox processes and credit risky securities. / Lando, David.
In: Review of Derivatives Research, Vol. 2, No. 2/3, 1998, p. 99-120.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Lando, D 1998, 'On Cox processes and credit risky securities', Review of Derivatives Research, vol. 2, no. 2/3, pp. 99-120.
APA
Lando, D. (1998). On Cox processes and credit risky securities. Review of Derivatives Research, 2(2/3), 99-120.
Vancouver
Lando D. On Cox processes and credit risky securities. Review of Derivatives Research. 1998;2(2/3):99-120.
Author
Bibtex
@article{3bc36ac074ca11dbbee902004c4f4f50,
title = "On Cox processes and credit risky securities",
author = "David Lando",
year = "1998",
language = "English",
volume = "2",
pages = "99--120",
journal = "Review of Derivatives Research",
issn = "1380-6645",
publisher = "Springer",
number = "2/3",
}
RIS
TY - JOUR
T1 - On Cox processes and credit risky securities
AU - Lando, David
PY - 1998
Y1 - 1998
M3 - Journal article
VL - 2
SP - 99
EP - 120
JO - Review of Derivatives Research
JF - Review of Derivatives Research
SN - 1380-6645
IS - 2/3
ER -
ID: 213552