A Markov Model for the Term Structure of Credit Risk Spreads (1997)

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by Robert A. Jarrow , David Lando , Stuart M. Turnbull
Venue:Review of Financial Studies
Citations:237 - 12 self

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A Markov Model for the Term Structure of Credit Risk Spreads –Robert A. Jarrow, David Lando, Stuart M. Turnbull — 1997 — Review of Financial Studies