Pricing analysis of a class of risky bond with incomplete information (Q3501734)
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scientific article; zbMATH DE number 5284407
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| English | Pricing analysis of a class of risky bond with incomplete information |
scientific article; zbMATH DE number 5284407 |
Statements
3 June 2008
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Vasicek model
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defaultable bond
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0.8919861912727356
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0.7791672348976135
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0.7773138284683228
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0.7748300433158875
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0.7731931805610657
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