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Credit risk with asymmetric information on the default threshold

Credit risk with asymmetric information on the default threshold

Hillairet, Caroline; Jiao, Ying
  • 期刊名称Stochastics An International Journal of Probability and Stochastic Processes
  • 作者Hillairet, Caroline; Jiao, Ying
  • 卷第84卷
  • 印刷ISSN1744-2508
  • 电子ISSN1744-2516
  • 文件大小507.47KB
  • 发表时间2012-04
  • DOI10.1080/17442508.2011.575944
  • 页码183-198
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