Collin-Dufresne, P. & Solnik, B. (2001) On the term structure of default premia in the swap and LIBOR markets, J. Finance to appear. Home/Search Document Not in Database Summary Related Articles Check |
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A Unified Model for Credit Derivatives - Belanger, Shreve, Wong (2002) (Correct)
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Collin-Dufresne, P. & Solnik, B. (2001) On the term structure of default premia in the swap and LIBOR markets, J. Finance to appear.
"True" Stochastic Volatility and a Generalized Class of.. - Collin-Dufresne.. (2000) (Correct)
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P. Collin-Dufresne and B. Solnik. On the term structure of default premia in the swap and libor markets. working paper Groupe HEC, 1998.
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