The following pages link to (Q5481336):
Displaying 7 items.
- Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981) (← links)
- On the pricing of defaultable bonds using the framework of barrier options (Q816769) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds (Q2137616) (← links)
- Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data (Q2796299) (← links)
- Pricing of a firm bond with extendable maturity by the reduced form approach (Q2917914) (← links)
- A General Formula for Valuing Defaultable Securities (Q5475048) (← links)
