Market implied volatilities for defaultable bonds
Crossref DOI link: https://doi.org/10.1007/s10479-018-3064-z
Published Online: 2018-09-28
Published Print: 2019-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Russo, Vincenzo
Giacometti, Rosella http://orcid.org/0000-0002-9761-3529
Fabozzi, Frank J.
Text and Data Mining valid from 2018-09-28
Article History
First Online: 28 September 2018