scientific article; zbMATH DE number 7088116

zbMATH Open1418.91589MaRDI QIDQ5226692FDOQ5226692

Authors: Robert C. Merton 

Publication date: 1 August 2019

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (3)

• Leveraging the network: a stress-test framework based on debtrank
• How to measure interconnectedness between banks, insurers and financial conglomerates
• Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks

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