A Structural Model for Pricing Credit Risk Derivatives

Research output: Working paper / Preprint › Working paper

Original language	English
Place of Publication	Maastricht
Publisher	Maastricht University School of Business and Economics
Publication status	Published - 1 Jan 2001

Cite this

@techreport{afa84f00bafb40ea9b0af2f5b2c6960a,

title = "A Structural Model for Pricing Credit Risk Derivatives",

author = "G.M.B.J. H{\"u}bner and P. Fran{\c c}ois",

year = "2001",

month = jan,

day = "1",

language = "English",

publisher = "Maastricht University School of Business and Economics",

type = "WorkingPaper",

institution = "Maastricht University School of Business and Economics",

}