Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds (Q2137616)
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scientific article; zbMATH DE number 7527050
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds |
scientific article; zbMATH DE number 7527050 |
Statements
Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds (English)
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16 May 2022
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Merton's equation
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corporate coupon bonds
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sukuk
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stochastic coupons
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oscillator potential
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path integral
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0.90887666
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0.86008614
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0.83998036
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0.8389733
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0.83722746
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0.8337561
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0.83179265
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0.8304274
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