Title of article

Credit risk modeling with affine processes

Author/Authors

Darrell Duffie، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2005

Pages

52

From page

2751

To page

2802

Keywords

First to default , credit risk , Affine processes , Default correlation

Journal title

Journal of Banking and Finance

Serial Year

2005

Journal title

Journal of Banking and Finance

Record number

193790