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~isPartOf:"Journal of financial engineering"
~person:"Acharya, Viral V."
~person:"Jarrow, Robert A."
~person:"Monfort, Alain"
~subject:"Asset-backed securities"
~subject:"Credit risk"
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Journal of financial engineering
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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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