A Markov Model for the Term Structure of Credit Risk Spreads
| Year of publication: |
1997
|
|---|---|
| Authors: | Jarrow, Robert A. ; Lando, David ; Turnbull, Stuart M. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 10.1997, 2, p. 481
|