Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion

Details

Ressource 1Request a copy Sous embargo indéterminé.
State: Public
Version: author
License: Not specified
Serval ID
serval:BIB_00AA0BDFD216
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion
Journal
Management Science
Author(s)
Monfort Alain, Pegoraro Fulvio, Renne Jean-Paul, Roussellet Guillaume
ISSN
0025-1909
1526-5501
Publication state
Published
Issued date
05/10/2020
Language
english
Keywords
Management Science and Operations Research, Strategy and Management
Create date
19/03/2021 18:16
Last modification date
20/03/2021 7:22
Usage data