Media type: E-Article Title: A Recursive Algorithm for Default Risk Adjustment in Interest Rate Swaps Contributor: Fehle, Frank imprint: Elsevier BV, 1998 Published in: IFAC Proceedings Volumes, 31 (1998) 16, Seite 61-67 Language: English DOI: 10.1016/s1474-6670(17)40459-9 ISSN: 1474-6670 Keywords: General Economics, Econometrics and Finance Origination: Footnote: Access State: Open Access