Pricing the risks of default
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Publication:375364
DOI10.1007/BF01531333zbMath1274.91426OpenAlexW3124615701MaRDI QIDQ375364
Publication date: 30 October 2013
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01531333
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Cites Work
- The Pricing of Options and Corporate Liabilities
- Pricing the risks of default
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty
- A Theory of the Term Structure of Interest Rates
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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