Pages that link to "Item:Q1847632"
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The following pages link to Pricing of multiple defaultable bond (Q1847632):
Displaying 5 items.
- 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)
- Defaultable bonds with an infinite number of Lévy factors (Q3066637) (← links)
- Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
- (Q5481336) (← links)
- A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)