On cox processes and credit risky securities

Review of Derivatives Research

Volumn 2, Issue 2-3, 1998, Pages 99-120

  Lando, David ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Cox process; Credit derivatives; Credit risk; Ratings

Indexed keywords

EID: 54649084049     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01531332     Document Type: Article

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