%0 Journal Article %1 Schmid2002 %A Schmid, Bernd %A Kalemanova, Anna %D 2002 %J International Review of Financial Analysis %K Defaultable model structure term %N 2 %P 139--158 %T Applying a three-factor defaultable term structure model to the pricing of credit default options %U http://www.sciencedirect.com/science/article/B6W4W-45XTVG1-1/1/3e73f5470525b6723e0d4d3dfbd80564 %V 11

@article{Schmid2002, added-at = {2008-04-29T08:06:25.000+0200}, author = {Schmid, Bernd and Kalemanova, Anna}, biburl = {https://www.bibsonomy.org/bibtex/2b0457e0806ec6bd26d04f5a0b4f78135/smicha}, interhash = {51c8fcf45bece99c2ecc2de81ae270eb}, intrahash = {b0457e0806ec6bd26d04f5a0b4f78135}, journal = {International Review of Financial Analysis}, keywords = {Defaultable model structure term}, number = 2, pages = {139--158}, timestamp = {2008-04-29T08:08:23.000+0200}, title = {Applying a three-factor defaultable term structure model to the pricing of credit default options}, url = {http://www.sciencedirect.com/science/article/B6W4W-45XTVG1-1/1/3e73f5470525b6723e0d4d3dfbd80564}, volume = 11, year = 2002 }