A Structural Jump Threshold Framework for Credit Risk

SIAM Journal on Financial Mathematics 2016 / 01 Vol. 7; Iss. 1

A Structural Jump Threshold Framework for Credit Risk

Garreau, Pierre, Kercheval, Alec
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Volume:
7
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/140993892
Date:
January, 2016
File:
PDF, 510 KB
english, 2016
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