Work

Affine Models for Credit Risk Analysis

Year: 2006

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbj012

Author: C. Gourieroux

Institutions: University of Toronto, Centre Pour La Recherche Economique et ses Applications, Centre de Recherche en Économie et Statistique

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014506576

FWCI: 8.478

Cites: 38

Cited by: 70

Related to: 10