Correlation and asset correlation in the structural portfolio model
Jon Frye
| Year of publication: |
2008
|
|---|---|
| Authors: | Frye, Jon |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 4.2008/09, 2, p. 75-96
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932454