Credit risk modeling with affine processes
Year of publication: |
2005
|
---|---|
Authors: | Duffie, Darrell |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 11, p. 2751-2802
|
Subject: | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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