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~isPartOf:"Journal of financial engineering"
~isPartOf:"NBER Working Paper"
~person:"Jarrow, Robert A."
~subject:"Credit risk"
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Journal of financial engineering
NBER Working Paper
The journal of fixed income
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Credit risk models and management
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Annual review of financial economics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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The credit market handbook : advanced modeling issues
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
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