Frey, Rüdiger. 2004. Markov Models for Interacting Defaults and Counterparty Risk. Bachelier Finance Society in Chicago, Chicago, Vereinigte Staaten/USA, 0604.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Markov Models for Interacting Defaults and Counterparty Risk |
Event | Bachelier Finance Society in Chicago |
Year | 2004 |
Date | 0604 |
Country | United States/USA |
Location | Chicago |