Pages that link to "Item:Q2514963"
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The following pages link to On pricing of corporate securities in the case of jump-diffusion (Q2514963):
Displaying 7 items.
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (Q1423367) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- (Q3573769) (← links)
- An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (Q3621148) (← links)