Modelling of default risk: an overview

Monique Jeanblanc , Marek Rutkowski

Abstract

n/a
Author Monique Jeanblanc
Monique Jeanblanc,,
-
, Marek Rutkowski (FMIS / DSPFM)
Marek Rutkowski,,
- Department of Stochastic Processes and Financial Mathematics
Pages171-269
Book Modern Mathematical Finance: Theory and Practice, 2000
LanguageEnglish
Score (nominal)3
Publication indicators WoS Citations = 98
Citation count*123 (2013-01-30)
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