Up and down credit risk

Quantitative Finance

Volumn 10, Issue 10, 2010, Pages 1137-1151

  Bielecki, Tomasz R ^a   Crépey, Stéphane ^b   Jeanblanc, Monique ^c  

^a Illinois Institute of Technology   (United States)

^b UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^c Europlace Institute of Finance   (France)

Author keywords

Computational finance; Credit risk; Financial mathematics; Model calibration

Indexed keywords

EID: 78149260885     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680903382776     Document Type: Article

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