A Markov Model for the Term Structure of Credit Risk Spreads

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ID: 291930
1997
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Abstract
Journal Article A Markov Model for the Term Structure of Credit Risk Spreads Get access Robert A. Jarrow, Robert A. Jarrow Cornell University correspondence to Robert A. Jarrow, Johnson Graduate School of Management, Cornell University, Ithaca, NY 14853. Search for other works by this author on: Oxford Academic Google Scholar David Lando, David Lando University of Copenhagen Search for other works by this author on: Oxford Academic Google Scholar Stuart M. Turnbull Stuart M. Turnbull Queen’s University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 10, Issue 2, April 1997, Pages 481–523, https://doi.org/10.1093/rfs/10.2.481 Published: 04 June 2015
Reference Key
openalex_W3023478198 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Robert A. Jarrow, David Lando, Stuart M. Turnbull
Journal review of financial studies
Year 1997
DOI
10.1093/rfs/10.2.481
URL
https://doi.org/10.1093/rfs/10.2.481
Keywords Keywords not found

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