Original language | English |
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Pages (from-to) | 1176-1188 |
Journal | Management Science |
Volume | 54 |
Issue number | 6 |
Publication status | Published - 2008 |
Modeling the dynamics of credit spreads with stochastic volatility
K. Jacobs, X.F. Li
Research output: Contribution to journal › Article › Scientific › peer-review
23
Citations
(Scopus)