Modeling the Dynamics of Credit Spreads with Stochastic Volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Jacobs, Kris ; Li, Xiaofei |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 54.2008, 6, p. 1176-1188
|