Modeling credit portfolio derivatives, including both a default and a prepayment feature
Details
Serval ID
serval:BIB_287E55F4AB6F
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Modeling credit portfolio derivatives, including both a default and a prepayment feature
Journal
Applied Stochastic Models in Business and Industry
Publication state
Published
Issued date
2013
Volume
19
Number
5
Pages
479-495
Language
english
Publisher's website
Create date
08/09/2021 10:36
Last modification date
19/09/2021 5:36
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