On pricing of corporate securities in the case of jump-diffusion (Q2514963)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing of corporate securities in the case of jump-diffusion |
scientific article |
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On pricing of corporate securities in the case of jump-diffusion (English)
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11 February 2015
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default risk
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corporate bond
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stochastic interest rate
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jump diffusion process
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