Pages that link to "Item:Q4646513"

The following pages link to A jump-diffusion model for pricing corporate debt securities in a complex capital structure (Q4646513):

Displaying 2 items.

• On deposit volumes and the valuation of non-maturing liabilities (Q844606) (← links)
• Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)