Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure

Kuo, C. K.C. K.KuoLee, C. WC. WLee2010-10-082018-06-292010-10-082018-06-292007-08http://ntur.lib.ntu.edu.tw//handle/246246/212771en-USIntegrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structurejournal article10.3905/jfi.2007.688965