A latent process model for the pricing of corporate securities (Q1028533)
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scientific article; zbMATH DE number 5575938
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A latent process model for the pricing of corporate securities |
scientific article; zbMATH DE number 5575938 |
Statements
A latent process model for the pricing of corporate securities (English)
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6 July 2009
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structural model
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latent process
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Black-Cox model
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credit spread
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0.85942084
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0.85029244
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0.8488604
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0.8370943
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0.8336335
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0.8327912
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0.8308928
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0.8308082
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0.82844687
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