Correlated default with incomplete information
Year of publication: |
2004
|
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Authors: | Giesecke, Kay |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 7, p. 1521-1545
|
Subject: | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Stochastischer Prozess | Stochastic process | Theorie | Theory | Korrelation | Correlation |
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