A defaultable bond model with cyclical fluctuations in the spread process
Crossref DOI link: https://doi.org/10.1007/s10479-021-04471-9
Published Online: 2022-01-20
Published Print: 2022-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bazgour, Tarik
Platania, Federico http://orcid.org/0000-0003-3461-920X
Text and Data Mining valid from 2022-01-20
Version of Record valid from 2022-01-20
Article History
Accepted: 22 November 2021
First Online: 20 January 2022