Pricing of multi-defaultable bonds with a two-correlated-factor Hull-White model
Leonard Tchuindjo
| Year of publication: |
2007
|
|---|---|
| Authors: | Tchuindjo, Léonard |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 1, p. 19-39
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| Subject: | Anleihe | Bond | Kreditrisiko | Credit risk | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003542937