PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978): Difference between revisions

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+Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes
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+The Pricing of Options and Corporate Liabilities
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+Modeling credit risk with partial information.
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+Valuation of default-sensitive claims under imperfect information
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Q4936390
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+Credit Risk Modeling
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+PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
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+Q5706744
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