Authors: Johan De Kock, Holger Kraft, Mogens Steffensen

Contributors: The Pennsylvania State University CiteSeerX Archives

Superior Title: http://www.math.ku.dk/~mogens/kks_cdo_correct.pdf.

Subject Terms: Markov chains, credit risk, credit derivatives, contagion JEL-Classification, G13, G33

File Description: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.942; http://www.math.ku.dk/~mogens/kks_cdo_correct.pdf

Availability: http://www.math.ku.dk/~mogens/kks_cdo_correct.pdf