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Credit risk models
Jarrow, Robert A. - In: Annual review of financial economics 1 (2009), pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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Decoding default risk : a review of modeling approaches, findings, and estimation methods
Bakshi, Gurdip S.; Gao, Xiaohui; Zhong, Zhaodong - In: Annual review of financial economics 14 (2022), pp. 391-413
Persistent link: https://www.econbiz.de/10013461162