Modeling Term Structures of Defaultable Bonds

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