On Correlation in Intensity Models

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationStructured Credit Products
EditorsWilliam Perraudin
Place of PublicationLondon
PublisherRisk Books
Publication date2004
Pages69-83
Publication statusPublished - 2004

Cite this

Lando, D. (2004). On Correlation in Intensity Models. In W. Perraudin (Ed.), Structured Credit Products (pp. 69-83). London: Risk Books.