%0 Journal Article %1 Duffee1996 %A Duffee, Gregory R. %D 1996 %J Journal of Banking & Finance %K Derivatives %N 5 %P 805--833 %T On measuring credit risks of derivative instruments %U http://www.sciencedirect.com/science/article/B6VCY-3VW1TFV-2/1/8b2af964318ffb804fbe558bdc0c836c %V 20

@article{Duffee1996, added-at = {2008-04-22T13:53:19.000+0200}, author = {Duffee, Gregory R.}, biburl = {https://www.bibsonomy.org/bibtex/2935c50fc277d297fb942a99317a920b6/smicha}, description = {Journal of Banking & Finance}, interhash = {32d78aa4ab62b3fab3cd0a8989d2cfcc}, intrahash = {935c50fc277d297fb942a99317a920b6}, journal = {Journal of Banking \& Finance}, keywords = {Derivatives}, month = Jun, number = 5, pages = {805--833}, timestamp = {2008-04-22T13:54:14.000+0200}, title = {On measuring credit risks of derivative instruments}, url = {http://www.sciencedirect.com/science/article/B6VCY-3VW1TFV-2/1/8b2af964318ffb804fbe558bdc0c836c}, volume = 20, year = 1996 }