An explicit model of default time with given survival probability

✍ Scribed by Monique Jeanblanc; Shiqi Song

• Book ID: 108266963
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 356 KB
• Volume: 121
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/j.spa.2011.04.002