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. / Jarrow, Robert A.; Lando, David; Turnball, Stuart M.

I: The Review of Financial Studies, Bind 10, Nr. 2, 1997, s. 481-523.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Jarrow, RA, Lando, D & Turnball, SM 1997, 'A Markov model for the term structure of credit risk spreads', The Review of Financial Studies, bind 10, nr. 2, s. 481-523.

APA

Jarrow, R. A., Lando, D., & Turnball, S. M. (1997). A Markov model for the term structure of credit risk spreads. The Review of Financial Studies, 10(2), 481-523.

Vancouver

Jarrow RA, Lando D, Turnball SM. A Markov model for the term structure of credit risk spreads. The Review of Financial Studies. 1997;10(2):481-523.

Author

Jarrow, Robert A. ; Lando, David ; Turnball, Stuart M. / A Markov model for the term structure of credit risk spreads. I: The Review of Financial Studies. 1997 ; Bind 10, Nr. 2. s. 481-523.

Bibtex

@article{c492c35074ca11dbbee902004c4f4f50,
title = "A Markov model for the term structure of credit risk spreads",
author = "Jarrow, {Robert A.} and David Lando and Turnball, {Stuart M.}",
year = "1997",
language = "English",
volume = "10",
pages = "481--523",
journal = "The Review of Financial Studies",
issn = "0893-9454",
publisher = "Oxford University Press",
number = "2",

}

RIS

TY - JOUR

T1 - A Markov model for the term structure of credit risk spreads

AU - Jarrow, Robert A.

AU - Lando, David

AU - Turnball, Stuart M.

PY - 1997

Y1 - 1997

M3 - Journal article

VL - 10

SP - 481

EP - 523

JO - The Review of Financial Studies

JF - The Review of Financial Studies

SN - 0893-9454

IS - 2

ER -

ID: 221606