A Structural Model with Unobserved Default Boundary (Q3502208): Difference between revisions

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+Alexander Novikov
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+The Pricing of Options and Corporate Liabilities
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+Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Default and information
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+Credit Risk Modeling
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+Q5706744
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+Approximations of boundary crossing probabilities for a Brownian motion
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+Q4223074
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+Boundary crossing probability for Brownian motion and general boundaries
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