Counterparty risk and the pricing of defaultable securities

Journal of Finance

Volumn 56, Issue 5, 2001, Pages 1765-1799

  Jarrow, Robert A ^a   Yu, Fan ^b  

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

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039842065     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00389     Document Type: Article

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