An approximate multi-period Vasicek credit risk model

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Journal of Banking & Finance 2017 / 5

An approximate multi-period Vasicek credit risk model

García-Céspedes, Rubén, Moreno, Manuel
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Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2017.05.002
Date:
May, 2017
File:
PDF, 708 KB
english, 2017
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