Discrete credit barrier models

Quantitative Finance

Volumn 5, Issue 3, 2005, Pages 247-256

  Albanese, Claudio ^a   Chen, Oliver X ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Credit process; Discrete credit barrier model

Indexed keywords

EID: 24944440036     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500148943     Document Type: Conference Paper

References (27)

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