An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (Q5139551)
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scientific article; zbMATH DE number 7283322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Integral Equation Approach for Bond Prices with Applications to Credit Spreads |
scientific article; zbMATH DE number 7283322 |
Statements
An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (English)
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9 December 2020
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jump diffusion
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default barrier
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write-down function
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bond price
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credit spread
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