Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations
Miura, Masakazu, Tamaki, Kenichiro, Shiohama, TakayukiVolume:
20
Language:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-013-9169-0
Date:
November, 2013
File:
PDF, 1.22 MB
english, 2013