Corporate bond pricing model with stochastically volatile firm value process (Q1672715)
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scientific article; zbMATH DE number 6934632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corporate bond pricing model with stochastically volatile firm value process |
scientific article; zbMATH DE number 6934632 |
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Corporate bond pricing model with stochastically volatile firm value process (English)
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11 September 2018
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structural corporate bond pricing
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stochastic volatility
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Fortet equation
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0.85790175
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0.85736686
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0.8544748
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0.84924763
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