A Markov model for the term structure of credit risk spreads
Year of publication: |
1997
|
---|---|
Authors: | Jarrow, Robert A. |
Other Persons: | Lando, David (contributor) ; Turnbull, Stuart M. (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 2, p. 481-523
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Theorie | Theory |
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