| Original language | English |
|---|---|
| Pages (from-to) | 1176-1188 |
| Journal | Management Science |
| Volume | 54 |
| Issue number | 6 |
| Publication status | Published - 2008 |
Cite this
Jacobs, K., & Li, X. F. (2008). Modeling the dynamics of credit spreads with stochastic volatility. Management Science, 54(6), 1176-1188.
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title = "Modeling the dynamics of credit spreads with stochastic volatility",
author = "K. Jacobs and X.F. Li",
year = "2008",
language = "English",
volume = "54",
pages = "1176--1188",
journal = "Management Science",
issn = "0025-1909",
publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",
number = "6",
}
Jacobs, K & Li, XF 2008, 'Modeling the dynamics of credit spreads with stochastic volatility', Management Science, vol. 54, no. 6, pp. 1176-1188.
Modeling the dynamics of credit spreads with stochastic volatility. / Jacobs, K.; Li, X.F.
In: Management Science, Vol. 54, No. 6, 2008, p. 1176-1188.Research output: Contribution to journal › Article › Scientific › peer-review
TY - JOUR
T1 - Modeling the dynamics of credit spreads with stochastic volatility
AU - Jacobs, K.
AU - Li, X.F.
PY - 2008
Y1 - 2008
M3 - Article
VL - 54
SP - 1176
EP - 1188
JO - Management Science
JF - Management Science
SN - 0025-1909
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Jacobs K, Li XF. Modeling the dynamics of credit spreads with stochastic volatility. Management Science. 2008;54(6):1176-1188.