Author:
Milidonis Andreas,Chisholm Kevin
Reference71 articles.
1. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy;V V Acharya;Review of Financial Studies,2002
2. Regime Switches in Interest Rates;A Ang;Journal of Business & Economic Statistics,2002
3. Short rate nonlinearities and regime switches;A Ang;Journal of Economic Dynamics and Control,2002
4. Finem Lauda" or the risks in swaps;P Artzner;Insurance: Mathematics and Economics,1990
5. Credit Risk and Prepayment Option;P Artzner;ASTIN Bulletin,1992