CORRELATED DEFAULT MODELING WITH A FOREST OF BINOMIAL TREES
| Year of publication: |
2007
|
|---|---|
| Authors: | Bandreddi, Santhosh ; Das, Sanjiv ; Fan, Rong |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 17.2007, 3, p. 38-56
|