Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
| Year of publication: |
2007
|
|---|---|
| Authors: | Lekkos, Ilias |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 14.2007, 5, p. 783-817
|
| Publisher: |
Elsevier |