Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
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Publication:4791736
DOI10.1111/1467-9965.00054zbMath1020.91033OpenAlexW2061389136MaRDI QIDQ4791736
Publication date: 2 February 2003
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00054
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