An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (Q3621148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads |
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An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (English)
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14 April 2009
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jump diffusion
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default barrier
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bond price
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credit spread
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