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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
DNB working paper
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Discussion paper / Center for Economic Research, Tilburg University
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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Modeling the dynamics of credit spreads with stochastic volatility
Jacobs, Kris
;
Li, Xiaofei
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1176-1188
Persistent link: https://www.econbiz.de/10003737492
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Modeling the Dynamics of Credit Spreads with Stochastic Volatility
Jacobs, Kris
;
Li, Xiaofei
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1176-1188
Persistent link: https://www.econbiz.de/10008063951
Saved in:
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