A Libor Market Model Including Credit Risk Under the Real-World Measure

AuthID
 P-00T-SYW
2
Author(s)
Document Type
Article
Year published
2020
Published
in JOURNAL OF COMPUTATIONAL FINANCE, ISSN: 1460-1559
Volume: 24, Issue: 3, Pages: 111-141 (31)
Indexing
Wos®
Scopus®
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-85104030375
Wos: WOS:000662875100005
Source Identifiers
ISSN: 1460-1559
Export Publication Metadata
Marked List
 Add to Marked List
Info
At this moment we don't have any links to full text documens.

A place for researchers and their institutions

Useful Links

Get Help

© 2024 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service