Pages that link to "Item:Q5196939"
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The following pages link to Pricing on a defaultable and callable corporate bond with credit rating migration under the structure framework (Q5196939):
Displaying 6 items.
- Utility indifference valuation of corporate bond with rating migration risk (Q889421) (← links)
- The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework (Q1723751) (← links)
- (Q3175660) (← links)
- (Q3461425) (← links)
- A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds (Q4958401) (← links)
- COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS (Q5256831) (← links)