A general structural approach for credit modeling under stochastic volatility
Marcos Escobar; Tim Friedrich; Luis Seco; Rudi Zagst
| Year of publication: |
2011
|
|---|---|
| Authors: | Escobar, Marcos ; Friedrich, Tim ; Seco, Luis ; Zagst, Rudi |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 21368132. - Vol. 32.2011, p. 123-132
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010039067