Hazard rate for credit risk and hedging defaultable contingent claims
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Publication:1887268
DOI10.1007/s00780-003-0108-1zbMath1052.91036OpenAlexW2057853952MaRDI QIDQ1887268
Christophette Blanchet-Scalliet, Monique Jeanblanc-Picqué
Publication date: 24 November 2004
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-003-0108-1
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