Quotation Frey, Rüdiger. 2004. Markov Models for Interacting Defaults and Counterparty Risk. Bachelier Finance Society in Chicago, Chicago, Vereinigte Staaten/USA, 0604.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication'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

Associations

People
Frey, Rüdiger (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Google Scholar: Search