A Markov Model for the Term Structure of Credit Risk Spreads
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning
Standard
A Markov Model for the Term Structure of Credit Risk Spreads. / Lando, David; Jarrow, R.A.; Turnbull, S.M.
I: Preprint, Nr. 10, 1995, s. 63.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning
Harvard
Lando, D, Jarrow, RA & Turnbull, SM 1995, 'A Markov Model for the Term Structure of Credit Risk Spreads', Preprint, nr. 10, s. 63.
APA
Lando, D., Jarrow, R. A., & Turnbull, S. M. (1995). A Markov Model for the Term Structure of Credit Risk Spreads. Preprint, (10), 63.
Vancouver
Lando D, Jarrow RA, Turnbull SM. A Markov Model for the Term Structure of Credit Risk Spreads. Preprint. 1995;(10):63.
Author
Bibtex
@article{22c5aee074cd11dbbee902004c4f4f50,
title = "A Markov Model for the Term Structure of Credit Risk Spreads",
abstract = "Matematisk finansieringsteori",
author = "David Lando and R.A. Jarrow and S.M. Turnbull",
year = "1995",
language = "English",
pages = "63",
journal = "Preprint",
publisher = "K{\o}benhavns Universitet",
number = "10",
}
RIS
TY - JOUR
T1 - A Markov Model for the Term Structure of Credit Risk Spreads
AU - Lando, David
AU - Jarrow, R.A.
AU - Turnbull, S.M.
PY - 1995
Y1 - 1995
N2 - Matematisk finansieringsteori
AB - Matematisk finansieringsteori
M3 - Journal article
SP - 63
JO - Preprint
JF - Preprint
IS - 10
ER -
ID: 242240