Frey, Rüdiger. 2004. Markov Models for Interacting Defaults and Counterparty Risk. Bachelier Finance Society in Chicago, Chicago, Vereinigte Staaten/USA, 0604.
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
| Status of publication | Published |
|---|---|
| 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 |