The economic role of jumps and recovery rates in the market for corporate default risk
Paul Schneider, Leopold Sögner , and Tanja Veža
| Year of publication: |
2010
|
|---|---|
| Authors: | Schneider, Paul ; Sögner, Leopold ; Veza, Tanja |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 6, p. 1517-1547
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| Subject: | Kreditderivat | Credit derivative | USA | United States | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008909155