Pricing of Defaultable Bonds with Random Information Flow (Q4682487)
From MaRDI portal
scientific article; zbMATH DE number 6938632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Defaultable Bonds with Random Information Flow |
scientific article; zbMATH DE number 6938632 |
Statements
Pricing of Defaultable Bonds with Random Information Flow (English)
0 references
18 September 2018
0 references
information-based asset pricing
0 references
stochastic volatility
0 references
price manipulation
0 references