Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
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Publication:5484649
DOI10.1080/14697680600670754zbMath1136.91474OpenAlexW2161775783MaRDI QIDQ5484649
Publication date: 21 August 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680600670754
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Cites Work
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- A Theory of the Term Structure of Interest Rates
- Term Structures of Credit Spreads with Incomplete Accounting Information
- Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
- New quadrature formulas for the numerical inversion of the Laplace transform
