Frailty correlated default

Journal of Finance

Volumn 64, Issue 5, 2009, Pages 2089-2123

  Duffie, Darrell ^a   Eckner, Andreas ^b   Horel, Guillaume ^b   Saita, Leandro ^c  

^a STANFORD UNIVERSITY   (United States)

^b Bank of America ^*  (United States)

^c Barclays   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70349478737     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2009.01495.x     Document Type: Article

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