A latent process model for the pricing of corporate securities (Q1028533): Difference between revisions

@@ Property / DOI @@
-.1007/s00186-008-0246-5
@@ Property / DOI: 10.1007/s00186-008-0246-5 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-008-0246-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2029823232
@@ Property / OpenAlex ID: W2029823232 / rank @@
+Normal rank
@@ Property / cites work @@
+CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
+Normal rank
@@ Property / cites work @@
+Median Treatment Effect in Randomized Trials
@@ Property / cites work: Median Treatment Effect in Randomized Trials / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Failure inference from a marker process based on a bivariate Wiener model
+Normal rank
@@ Property / DOI @@
+.1007/S00186-008-0246-5
@@ Property / DOI: 10.1007/S00186-008-0246-5 / rank @@
+Normal rank