A structural model for credit risk with switching processes and synchronous jumps
Year: 2014
Type: article
Source: European Journal of Finance
Authors: Donatien Hainaut, David B. Colwell
Institutions: École Supérieure de Commerce de Rennes, UNSW Sydney
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: Université de Rennes 1
OpenAlex ID: W2052012995