A Markov model for the term structure of credit risk spreads
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | The Review of Financial Studies |
Volume | 10 |
Issue number | 2 |
Pages (from-to) | 481-523 |
ISSN | 0893-9454 |
Publication status | Published - 1997 |
ID: 221606