Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates
Rodriguez, A., ter Horst, E., Malone, S.Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbu018
Date:
June, 2014
File:
PDF, 597 KB
english, 2014