Santhosh Bandreddi

affiliation not provided to SSRN

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Correlated Default Modeling with a Forest of Binomial Trees

Journal of Fixed Income, Winter 2007
Posted: 09 Mar 2011 Last Revised: 14 Mar 2011
Santhosh Bandreddi, Sanjiv Ranjan Das and Rong Fan
affiliation not provided to SSRN, Santa Clara University - Leavey School of Business and Gifford Fong Associates

Abstract:

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