A Markov model for the term structure of credit risk spreads

Review of Financial Studies

Volumn 10, Issue 2, 1997, Pages 481-523

  Jarrow, Robert A ^a   Lando, David ^b   Turnbull, Stuart M ^b  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031514515     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.2.481     Document Type: Article

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