Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis
| Year of publication: |
2005
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| Authors: | Estrada, Mariano Cané ; Cortina, Elsa ; Fontán, Constantino Ferro ; Fiori, Javier Di |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 8.2005, 1, p. 49
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