A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036)
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scientific article; zbMATH DE number 7353646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets |
scientific article; zbMATH DE number 7353646 |
Statements
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (English)
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2 June 2021
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credit risk
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Merton's model
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illiquidity
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mean variance hedging
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stochastic control
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