Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
| Year of publication: |
2000
|
|---|---|
| Authors: | Nakazato, Daisuke |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 24.2000, 1-2, p. 329-352
|
| Publisher: |
Elsevier |