PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS (Q3523516)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS |
scientific article |
Statements
PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS (English)
0 references
3 September 2008
0 references
pricing defaultable debt
0 references
CIR term structure
0 references
Merton's approach
0 references