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Credit risk modeling with affine processes

  • Duffie, Darrell

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File URL: http://www.sciencedirect.com/science/article/B6VCY-4FT0P58-3/2/04f6bac64e237504f562169f0b9b518f
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 29 (2005)
Issue (Month): 11 (November)
Pages: 2751-2802

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Handle: RePEc:eee:jbfina:v:29:y:2005:i:11:p:2751-2802
Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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