A Markov Model for the Term Structure of Credit Risk Spreads

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Standard

A Markov Model for the Term Structure of Credit Risk Spreads. / Lando, David; Jarrow, R.A.; Turnbull, S.M.

I: Preprint, Nr. 10, 1995, s. 63.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning

Harvard

Lando, D, Jarrow, RA & Turnbull, SM 1995, 'A Markov Model for the Term Structure of Credit Risk Spreads', Preprint, nr. 10, s. 63.

APA

Lando, D., Jarrow, R. A., & Turnbull, S. M. (1995). A Markov Model for the Term Structure of Credit Risk Spreads. Preprint, (10), 63.

Vancouver

Lando D, Jarrow RA, Turnbull SM. A Markov Model for the Term Structure of Credit Risk Spreads. Preprint. 1995;(10):63.

Author

Lando, David ; Jarrow, R.A. ; Turnbull, S.M. / A Markov Model for the Term Structure of Credit Risk Spreads. I: Preprint. 1995 ; Nr. 10. s. 63.

Bibtex

@article{22c5aee074cd11dbbee902004c4f4f50,
title = "A Markov Model for the Term Structure of Credit Risk Spreads",
abstract = "Matematisk finansieringsteori",
author = "David Lando and R.A. Jarrow and S.M. Turnbull",
year = "1995",
language = "English",
pages = "63",
journal = "Preprint",
publisher = "K{\o}benhavns Universitet",
number = "10",

}

RIS

TY - JOUR

T1 - A Markov Model for the Term Structure of Credit Risk Spreads

AU - Lando, David

AU - Jarrow, R.A.

AU - Turnbull, S.M.

PY - 1995

Y1 - 1995

N2 - Matematisk finansieringsteori

AB - Matematisk finansieringsteori

M3 - Journal article

SP - 63

JO - Preprint

JF - Preprint

IS - 10

ER -

ID: 242240