Cortina, Elsa, Argentina
-
Volume XXVI. Number 8. Quantitative Finances - Articles
Modeling Defaultable Bonds With Mean-Reverting Log-Normal Spread: A Quasi Closed-Form Solution.
Abstract PDF
Asociación Argentina de Mecánica Computacional
Güemes 3450
S3000GLN Santa Fe, Argentina
Phone: 54-342-4511594 / 4511595 Int. 1006
Fax: 54-342-4511169
E-mail: amca(at)santafe-conicet.gov.ar
ISSN 2591-3522