A jump-diffusion model for pricing corporate debt securities in a complex capital structure (Q4646513)
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scientific article; zbMATH DE number 7001068
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| default for all languages | No label defined |
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| English | A jump-diffusion model for pricing corporate debt securities in a complex capital structure |
scientific article; zbMATH DE number 7001068 |
Statements
A jump-diffusion model for pricing corporate debt securities in a complex capital structure (English)
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14 January 2019
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jump-diffusion
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pricing corporate debt securities
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stochastic interest rate
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0.822208821773529
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0.7882745265960693
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0.7863361835479736
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0.7730807065963745
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0.7674828171730042
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