No arbitrage in a simple credit risk model

Research output: Contribution to journalArticle

Author(s)

Department/unit(s)

Publication details

JournalApplied Mathematics Letters
DatePublished - 29 May 2014
Volume37
Number of pages4
Pages (from-to)39–42
Original languageEnglish

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations