Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh; Das, Sanjiv and Fan, rong
Correlated default modeling with a forest of binomial trees 2007 - 2007 - 38-56 V. 17 Issue. 3
Financial management
Volatility;Equity volatility
Correlated default modeling with a forest of binomial trees 2007 - 2007 - 38-56 V. 17 Issue. 3
Financial management
Volatility;Equity volatility