Modeling multiperiod corporate default probability when hazard ratios decay
Jinggang Huang; Craig Friedman
Year of publication: |
2009
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Authors: | Huang, Jinggang ; Friedman, Craig |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 5.2009/10, 1, p. 3-23
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