Title of article
Interaction of credit and liquidity risks: Modelling and valuation
Author/Authors
Harry Zheng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
17
From page
391
To page
407
Keywords
Default risk , Liquidity risk , Structural and intensity models , Conditional independence , Calibrationwith two-stage optimization
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193826
Link To Document