Closed-form solutions for pricing credit-risky bonds and bond options (Q632832): Difference between revisions

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+Pricing the risks of default
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+A General Formula for Valuing Defaultable Securities
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+Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model
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+Pricing Interest-Rate-Derivative Securities
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+A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
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+On Cox processes and credit risky securities
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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