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~isPartOf:"European journal of operational research : EJOR"
~subject:"Kreditrisiko"
~type_genre:"Aufsatz in Zeitschrift"
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Kreditrisiko
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Fanelli, Viviana
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European journal of operational research : EJOR
Journal of banking & finance
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International review of economics & finance : IREF
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Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
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2
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
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