A simple model for credit migration and spread curves
| Year of publication: |
2005
|
|---|---|
| Authors: | Chen, Li ; Filipovi#263, Damir |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 2, p. 211-232
|