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Q5481336 - MaRDI portal

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scientific article; zbMATH DE number 5044694
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English
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scientific article; zbMATH DE number 5044694

    Statements

    author
    Ewa Frankiewicz
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    publication date
    9 August 2006
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    zbMATH Keywords
    defaultable coupon bond
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    Merton's model
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    CD-extended generator
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B70
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    60J35
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    zbMATH DE Number
    5044694
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