Pages that link to "Item:Q3523654"
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The following pages link to Empirical Evaluation of Hybrid Defaultable Bond Pricing Models (Q3523654):
Displaying 5 items.
- A comprehensive structural model for defaultable fixed-income bonds (Q3005364) (← links)
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- (Q4984760) (← links)