Stochastic Volatility Effects on Defaultable Bonds (Q3424326): Difference between revisions

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+Stochastic Volatility Corrections for Interest Rate Derivatives
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Q4509488
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+Singular Perturbations in Option Pricing
@@ Property / cites work: Singular Perturbations in Option Pricing / rank @@
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+Multiscale Stochastic Volatility Asymptotics
@@ Property / cites work: Multiscale Stochastic Volatility Asymptotics / rank @@
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+Optimal capital structure and endogenous default
@@ Property / cites work: Optimal capital structure and endogenous default / rank @@
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+Singular Perturbations for Boundary Value Problems Arising from Exotic Options
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+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
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