Results 1-2 of 2
Issue Date | Title | Author(s) |
---|---|---|
5-Nov-2001 | Pricing Credit Derivatives with Rating Transitions | Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
11-Jun-2004 | Asset Pricing with Liquidity Risk | Acharya, Viral V.; Pedersen, Lasse Heje |