A latent process model for the pricing of corporate securities
From MaRDI portal
Publication:1028533
DOI10.1007/s00186-008-0246-5zbMath1166.91020OpenAlexW2029823232MaRDI QIDQ1028533
Teruyoshi Suzuki, Masaaki Kijima, Keiichi Tanaka
Publication date: 6 July 2009
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-008-0246-5
Related Items (1)
Cites Work
- Unnamed Item
- Failure inference from a marker process based on a bivariate Wiener model
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
- Median Treatment Effect in Randomized Trials
- Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
- Option pricing when underlying stock returns are discontinuous
This page was built for publication: A latent process model for the pricing of corporate securities