%0 Journal Article %1 jarrow1997markov %A Jarrow, Robert A %A Lando, David %A Turnbull, Stuart M %D 1997 %I Soc Financial Studies %J Review of Financial Studies %K chain citedby:scholar:count:1928 citedby:scholar:timestamp:2017-4-5 credit diss finance inthesis markov %N 2 %P 481--523 %T A Markov model for the term structure of credit risk spreads %V 10

@article{jarrow1997markov, added-at = {2017-04-05T10:19:46.000+0200}, author = {Jarrow, Robert A and Lando, David and Turnbull, Stuart M}, biburl = {https://www.bibsonomy.org/bibtex/223e8b717465a851e15618cb292ae50ec/becker}, interhash = {2a430de848b2b5c82e2aad9d4d26fdcd}, intrahash = {23e8b717465a851e15618cb292ae50ec}, journal = {Review of Financial Studies}, keywords = {chain citedby:scholar:count:1928 citedby:scholar:timestamp:2017-4-5 credit diss finance inthesis markov}, number = 2, pages = {481--523}, publisher = {Soc Financial Studies}, timestamp = {2017-12-20T18:57:29.000+0100}, title = {A Markov model for the term structure of credit risk spreads}, volume = 10, year = 1997 }