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 |