CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607)
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scientific article; zbMATH DE number 5320154
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS |
scientific article; zbMATH DE number 5320154 |
Statements
CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (English)
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3 September 2008
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non-option instruments
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Markov process
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credit contagion model
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0.7984944581985474
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0.79524827003479
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0.7939437627792358
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0.7824090719223022
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0.78132563829422
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