| Year | 2021 |
|---|---|
| Authors | Chu-Lan Kao ,Fuh, C.D., and Kao, C.L.* |
| Paper Title | Credit Risk Propagation in Structural-Form Models. |
| Journal Title | SIAM Journal of Financial Mathematics, 12(4): 1340-1373. |
| Issue.No | DOI: 10.1137/20M135340X |
| Language | English |
| Reference URL | https://epubs.siam.org/doi/10.1137/20M135340X |
