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Structural default modeling : a lattice-based approach
Jabbour, George M.
;
Kramin, Marat V.
;
Young, Stephen D.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 44-53
Persistent link: https://www.econbiz.de/10003985509
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Structural default modeling : a hybrid based approach
Jabbour, George M.
;
Yu, Shujun
;
Kramin, Murat V.
; …
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10010388876
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