Credit risk models with incomplete information
Xin Guo; Robert A. Jarrow; Yan Zeng
| Year of publication: |
2009
|
|---|---|
| Authors: | Guo, Xin ; Jarrow, Robert A. ; Zeng, Yan |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 34.2009, 2, p. 320-332
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Unvollkommene Information | Incomplete information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003870282