Pages that link to "Item:Q3621148"
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The following pages link to An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (Q3621148):
Displaying 5 items.
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← 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)
- On pricing of corporate securities in the case of jump-diffusion (Q2514963) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (Q5139551) (← links)