Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model

From MaRDI portal

(Redirected from Publication:621671)

Jump to:navigation, search

WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Modelling_the_evolution_of_credit_spreads_using_the_Cox_process_within_the_HJM_framework:_a_CDS_option_pricing_model&oldid=63130584"