A latent process model for the pricing of corporate securities
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Publication:1028533
DOI10.1007/S00186-008-0246-5zbMATH Open1166.91020OpenAlexW2029823232MaRDI QIDQ1028533FDOQ1028533
Authors: Masaaki Kijima, Teruyoshi Suzuki, 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
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- Option pricing when underlying stock returns are discontinuous
- 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
- Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
- Median Treatment Effect in Randomized Trials
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