THE JARROW AND TURNBULL SETTING REVISITED
INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE（2024）
Key words
Credit risk,liquidity risk,FX-analogy,Jarrow and Turnbull,term structure model,affine jump diffusion
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined