Default compensator, incomplete information, and the term structure of credit spreads
Year of publication: |
2001
|
---|---|
Authors: | Giesecke, Kay |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | incomplete information | compensator | credit spreads | intensity |
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