E-mail a Wiley Online Library Link

Peter Hieber and Matthias Scherer Modeling credit portfolio derivatives, including both a default and a prepayment feature Applied Stochastic Models in Business and Industry 29

Version of Record online: 12 JUL 2012 | DOI: 10.1002/asmb.1931

Complete the form below and we will send an e-mail message containing a link to the selected article on your behalf

Required = Required Field