A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
| Year of publication: |
2000
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|---|---|
| Authors: | Madan, Dilip ; Unal, Haluk |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 35.2000, 1, p. 43-66
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