Credit spreads in a reduced-form approach with jump risks (Q5456323)
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scientific article; zbMATH DE number 5260895
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit spreads in a reduced-form approach with jump risks |
scientific article; zbMATH DE number 5260895 |
Statements
4 April 2008
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defaultable bonds
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0.8228389024734497
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0.821873128414154
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0.8068947792053223
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0.8054103851318359
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0.8015040755271912
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