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CreditGrades framework within stochastic covariance models
Escobar, Marcos
;
Arian, Hamidreza
;
Seco, Luis
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 303-314
Persistent link: https://www.econbiz.de/10009725338
Saved in:
2
CreditGrades framework within stochastic covariance models
Escobar, Marcos
;
Arian, Hamidreza
;
Seco, Luis
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 303-314
Persistent link: https://www.econbiz.de/10010118710
Saved in:
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