Narrow search
Showing 1 - 4 of 4
Cover Image
On Cox processes and credit risky securities
Lando, David - In: Review of derivatives research 2 (1998) 2/3, pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
Cover Image
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - 1994
Persistent link: https://www.econbiz.de/10000904137
Cover Image
Analyzing rating transitions and rating drift with continuous observations
Lando, David; Skødeberg, Torben M. - In: Journal of banking & finance 26 (2002) 2/3, pp. 423-444
Persistent link: https://www.econbiz.de/10001654343
Cover Image
Confidence sets for continuous-time rating transition probabilities
Christensen, Jens H. E.; Hansen, Ernst; Lando, David - In: Journal of banking & finance 28 (2004) 11, pp. 2575-2602
Persistent link: https://www.econbiz.de/10002361860