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PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS - MaRDI portal

PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS (Q3523516)

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PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS
scientific article

    Statements

    title
    PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS (English)
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    publication date
    3 September 2008
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    zbMATH Keywords
    pricing defaultable debt
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    CIR term structure
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    Merton's approach
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    Identifiers

    zbMATH DE Number
    5320084
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    arXiv ID
    cond-mat/9808168
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    OpenAlex ID
    W3121208824
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