Discrete credit barrier models

10.1080/14697680500148943

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Bibliographic Details
Main Authors: Albanese, C., Chen, O.X.
Other Authors: MATHEMATICS
Format: Conference or Workshop Item
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104558
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1045582024-11-09T06:12:01Z Discrete credit barrier models Albanese, C. Chen, O.X. MATHEMATICS Credit process Discrete credit barrier model 10.1080/14697680500148943 Quantitative Finance 5 3 247-256 2014-10-28T02:50:52Z 2014-10-28T02:50:52Z 2005-06 Conference Paper Albanese, C., Chen, O.X. (2005-06). Discrete credit barrier models. Quantitative Finance 5 (3) : 247-256. ScholarBank@NUS Repository. https://doi.org/10.1080/14697680500148943 14697688 http://scholarbank.nus.edu.sg/handle/10635/104558 000233072600003 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Credit process
Discrete credit barrier model
spellingShingle Credit process
Discrete credit barrier model
Albanese, C.
Chen, O.X.
Discrete credit barrier models
description 10.1080/14697680500148943
author2 MATHEMATICS
author_facet MATHEMATICS
Albanese, C.
Chen, O.X.
format Conference or Workshop Item
author Albanese, C.
Chen, O.X.
author_sort Albanese, C.
title Discrete credit barrier models
title_short Discrete credit barrier models
title_full Discrete credit barrier models
title_fullStr Discrete credit barrier models
title_full_unstemmed Discrete credit barrier models
title_sort discrete credit barrier models
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/104558
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