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

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Version: author
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Serval ID
serval:BIB_00AA0BDFD216
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
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
06/2021
Volume
67
Number
6
Pages
3674-3693
Language
english
Keywords
Management Science and Operations Research, Strategy and Management
OAI-PMH
oai:serval.unil.ch:BIB_00AA0BDFD216
DOI
10.1287/mnsc.2020.3658
Create date
19/03/2021 18:16
Last modification date
18/08/2021 6:39
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