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~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
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ILLIX : a new index for quantifying illiquidity
Friederich, Tim
;
Kraus, Carolin
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
34
(
2012
),
pp. 183-193
Persistent link: https://www.econbiz.de/10010340582
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2
A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos
;
Friedrich, Tim
;
Seco, Luis
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
32
(
2011
),
pp. 123-132
Persistent link: https://www.econbiz.de/10009629244
Saved in:
3
A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos
;
Friedrich, Tim
;
Seco, Luis
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
32
(
2011
),
pp. 123-132
Persistent link: https://www.econbiz.de/10010039067
Saved in:
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