A latent process model for the pricing of corporate securities (Q1028533): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 01:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A latent process model for the pricing of corporate securities |
scientific article |
Statements
A latent process model for the pricing of corporate securities (English)
0 references
6 July 2009
0 references
structural model
0 references
latent process
0 references
Black-Cox model
0 references
credit spread
0 references
