Erratum to ``Pricing default events: surprise, exogeneity and contagion

DOI10.1016/J.JECONOM.2014.10.001zbMATH Open1312.91090OpenAlexW2000008150MaRDI QIDQ473223

Jean-Paul Renne, A. Monfort, C. Gourieroux

Publication date: 24 November 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.10.001

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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