On Correlation in Intensity Models

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Handle.net

@inbook{ed792e70c02011db9769000ea68e967b,

title = "On Correlation in Intensity Models",

keywords = "CDO, Finansielle instrumenter, Kreditrisiko, Obligationer",

author = "David Lando",

note = "Opstilling: 336.764 str L{\o}be nr.: 048594",

year = "2004",

language = "English",

pages = "69--83",

editor = "William Perraudin",

booktitle = "Structured Credit Products",

publisher = "Risk Books",

}