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CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an
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Document Date: 2014-03-17 15:14:18
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CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an