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. Surulescu, Nicolae's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 90 Total Citations 2 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Default Risk in Stochastic Volatility Models | Show Abstract Hide Abstract | Download | CER-ETH (Center of Economic Research at ETH Zurich) Working Paper No. 10/131 Working Paper Series Gersbach, Hans Swiss Federal Institute of Technology Zurich, (CER-ETH) Surulescu, Nicolae affiliation not provided to SSRN Posted: 28 Aug 10 90 (145,295) 2 stochastic volatility, Merton model, default probabilities, rate of mean reversion Records 1 - 1 of 1 matches [ 1 ]

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