Frailty Correlated Default
| Year of publication: |
2009
|
|---|---|
| Authors: | Duffie, Darrell ; Eckner, Andreas ; Horel, Guillaume ; Saita, Leandro |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 64.2009, 5, p. 2089-2124
|