On the term structure of interest rates and the risk of default: an analytical approach

MaRDI QIDQ5226695zbMATH OpenFDO

Authors Marius J. L. Jonkhart

Publication date 1 August 2019

Mathematics Subject Classification ID

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

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