Default correlations in the Merton model
Ulrich Erlenmaier and Hans Gersbach
| Year of publication: |
2014
|
|---|---|
| Authors: | Erlenmaier, Ulrich ; Gersbach, Hans |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 18.2014, 5, p. 1775-1809
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Theorie | Theory | Varianzanalyse | Analysis of variance | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010510324