Default risk and diversification: Theory and empirical implications

Robert A. Jarrow, David Lando, Fan Yu

Research output: Contribution to journalJournal articlepeer-review

Original languageEnglish
JournalMathematical Finance
Volume15
Issue number1
Pages (from-to)1-26
Number of pages26
ISSN0960-1627
DOIs
Publication statusPublished - 2005

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