scientific article; zbMATH DE number 1536472

MaRDI QIDQ4516704zbMATHFDO

Authors Jing Chen, Shuguang Zhang

Publication date 28 November 2000

Mathematics Subject Classification ID

Recommendations

• A variational approach for pricing options and corporate bounds
• The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework
• Pricing corporate bond with dynamic default barrier based on a hybrid model
• The pricing of capped call options with credit risk
• Pricing on a defaultable and callable corporate bond with credit rating migration under the structure framework

Cited in

(1)

• Estimating the tax-timing option value of corporate bonds

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516704)