Developments in Macro-Finance Yield Curve Modelling || Compound autoregressive processes and defaultable bond pricing
Chadha, Jagjit S.; Durre, Alain C. J.; Joyce, Michael A. S.; Sarno, Lucio
- 作者Chadha, Jagjit S.; Durre, Alain C. J.; Joyce, Michael A. S.; Sarno, Lucio
- 期第6期
- 文件大小410.73KB
- 发表时间2014
- DOI10.1017/CBO9781107045149.008
- 页码141-168