Pages that link to "Item:Q3005364"
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The following pages link to A comprehensive structural model for defaultable fixed-income bonds (Q3005364):
Displayed 4 items.
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)