Modeling Term Structures of Defaultable Bonds

Abstract

Journal Article Modeling Term Structures of Defaultable Bonds Get access Darrell Duffie, Darrell Duffie Stanford University Search for other works by this author on: Oxford Academic Google Scholar Kenneth J. Singleton Kenneth J. Singleton Stanford University and NBER Address correspondence to Kenneth Singleton, Graduate School of Business, Stanford University, Stanford, CA 94305-5015. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 12, Issue 4, 2 July 1999, Pages 687–720, https://doi.org/10.1093/rfs/12.4.687 Published: 01 June 2015