swaps. In the framework of first passage time models, we consider a model that addresses these issues. The principal idea is …

derivatives with a leverage component is sensitive to jumps in the underlying credit spreads. In the framework of first passage … time models we extend the model introduced in [Overbeck and Schmidt, 2005] to address these issues. In the extended a model …

derivatives with a leverage component is sensitive to jumps in the underlying credit spreads. In the framework of first passage … time models we extend the model introduced in [Overbeck and Schmidt, 2005] to address these issues. In the extended a model …

swaps. In the framework of first passage time models, we consider a model that addresses these issues. The principal idea is …

swaps. In the framework of first passage time models, we consider a model that addresses these issues. The principal idea is …

derivatives with a leverage component is sensitive to jumps in the underlying credit spreads. In the framework of first passage … time models we extend the model introduced in [Overbeck and Schmidt, 2005] to address these issues. In the extended a model …