Pages that link to "Item:Q632832"
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The following pages link to Closed-form solutions for pricing credit-risky bonds and bond options (Q632832):
Displaying 9 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- Pricing of a firm bond with extendable maturity by the reduced form approach (Q2917914) (← links)
- An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (Q5139551) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)