Open UTDAcademic Journal Reviews
10.1287/mnsc.2020.3658
ArticleManagement Science

Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion

Alain MonfortFulvio PegoraroJean-Paul Renne ORCID ↗Guillaume Roussellet
2021Volume 67 · Issue 6pp. 3674-3693
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