On models of default risk
R. J. Elliott; M. Jeanblanc; M. Yor
| Year of publication: |
2000
|
|---|---|
| Authors: | Elliott, Robert J. R. ; Jeanblanc, Monique ; Yor, Marc |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 10.2000, 2, p. 179-195
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| Subject: | CAPM | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Zeit | Time | Suchtheorie | Search theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 195 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002177437