A Simple Model for
Credit Migration and Spread Curves

Li Chen, Damir Filipovic

Publication: Scientific journal › Journal article › peer-review

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@article{4e89a2ad8cfa478cb3f567faebde93bc,

title = "A Simple Model for Credit Migration and Spread Curves",

author = "Li Chen and Damir Filipovic",

year = "2005",

month = feb,

day = "1",

language = "English",

volume = "9",

pages = "211 -- 231",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

}