Correlated Default Modeling with a Forest of Binomial Trees

The Journal of Fixed Income 2007 / 01 Vol. 17; Iss. 3

Correlated Default Modeling with a Forest of Binomial Trees

Bandreddi, Santhosh, Das, Sanjiv Ranjan, Fan, Rong
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Volume:
17
Language:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2007.700212
Date:
January, 2007
File:
PDF, 1.97 MB
english, 2007
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