Up and down credit risk
Year of publication: |
2010
|
---|---|
Authors: | Bielecki, Tomasz ; Crepey, Stephane ; Jeanblanc, Monique |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 10, p. 1137-1151
|
Publisher: |
Taylor & Francis Journals |
Subject: | Credit risk | Computational finance | Financial mathematics | Model calibration |
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