Pages that link to "Item:Q3395728"
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The following pages link to A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728):
Displaying 3 items.
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
