Default-risky bond prices with jumps, liquidity risk and incomplete information
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Publication:2477606
DOI10.1007/s10203-007-0070-zzbMath1138.91022OpenAlexW2109726698MaRDI QIDQ2477606
Stoyan Valchev, Monique Jeanblanc-Picqué
Publication date: 14 March 2008
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-007-0070-z
Applications of stochastic analysis (to PDEs, etc.) (60H30) Economics of information (91B44) Credit risk (91G40)
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