Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981): Difference between revisions

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+https://doi.org/10.1016/j.jmaa.2014.02.026
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+W2040149772
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+A comprehensive structural model for defaultable fixed-income bonds
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+The pricing of dual-expiry exotics
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+Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
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