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pro vyhledávání: '"Filippo Fiorani"'
Publikováno v:
Quantitative Finance. 10:249-263
Structural models of credit risk are known to present both vanishing spreads at very short maturities and a poor spread fit over longer maturities. The former shortcoming, which is due to the diffusive behavior assumed for asset values, can be circum
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48ae349c5cc47cb032eff60fa5abc8b5
https://doi.org/10.1080/14697680902991965
https://doi.org/10.1080/14697680902991965
