On Cox processes and credit risky securities

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Standard

On Cox processes and credit risky securities. / Lando, David.

I: Review of Derivatives Research, Bind 2, Nr. 2/3, 1998, s. 99-120.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Lando, D 1998, 'On Cox processes and credit risky securities', Review of Derivatives Research, bind 2, nr. 2/3, s. 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

Lando, David. / On Cox processes and credit risky securities. I: Review of Derivatives Research. 1998 ; Bind 2, Nr. 2/3. s. 99-120.

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