Stochastic intensity modeling for structured credit exotics

International Journal of Theoretical and Applied Finance

Volumn 10, Issue 4, 2007, Pages 633-652

  Chapovsky, Alexander ^a   Rennie, Andrew ^a   Tavares, Pedro ^a  

^a Merrill Lynch International   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547238661     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024907004330     Document Type: Article

References (18)

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