Pages that link to "Item:Q3005364"
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The following pages link to A comprehensive structural model for defaultable fixed-income bonds (Q3005364):
Displaying 21 items.
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- Fuzzy defaultable bonds (Q1043261) (← links)
- A note on the valuation of risky corporate bonds (Q1283703) (← links)
- Valuation model of defaultable bond values in emerging markets (Q1418791) (← links)
- Structural default model with mutual obligations (Q1621641) (← links)
- The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework (Q1723751) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
- Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (Q2490453) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data (Q2796299) (← links)
- A modified structural model for credit risk (Q2909350) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- Defaultable bonds with an infinite number of Lévy factors (Q3066637) (← links)
- A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
- The Power-Series Algorithm Applied to the Shortest-Queue Model (Q3990574) (← links)
- (Q4218389) (← links)
- (Q4984760) (← links)
- Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital (Q5455558) (← links)