Term structure modelling of defaultable bonds (Q375366): Difference between revisions

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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+Bond Market Structure in the Presence of Marked Point Processes
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+Towards a general theory of bond markets
@@ Property / cites work: Towards a general theory of bond markets / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q3774629
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+OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS
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+Option pricing when underlying stock returns are discontinuous
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+Q3996259
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+A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
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+Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline
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