Systematic equity-based credit risk: A CEV model with jump to default
| Year of publication: |
2009
|
|---|---|
| Authors: | Campi, Luciano ; Polbennikov, Simon ; Sbuelz, Alessandro |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 1, p. 93-109
|