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://doi.orgDOI: 10.1137/20M135340X