The Jarrow/Turnbull Default Risk Model: Evidence from the German Market

Publication: Scientific journal › Journal article › peer-review

Cite this

@article{8337625319584820be0f59f7e31a308b,

title = "The Jarrow/Turnbull Default Risk Model: Evidence from the German Market",

author = "Manfred Fr{\"u}hwirth and Leopold S{\"o}gner",

year = "2006",

month = sep,

day = "1",

language = "English",

volume = "12",

pages = "107 -- 135",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge",

number = "2",

}