A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728)
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scientific article; zbMATH DE number 5603430
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| English | A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model |
scientific article; zbMATH DE number 5603430 |
Statements
A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (English)
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13 September 2009
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credit risk
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defaultable bonds
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asymptotic expansion
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0.7546966671943665
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0.7546005845069885
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0.7149412035942078
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