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A note on the valuation of risky corporate bonds

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Publication:1283703
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DOI10.1007/S002910050079zbMath0922.90015OpenAlexW3124324638MaRDI QIDQ1283703

Rainer Schöbel

Publication date: 4 October 1999

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002910050079


zbMATH Keywords

default riskcorporate bond valuationGaussian term structure models


Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)


Related Items (1)

A NOTE ON RISKY BOND VALUATION







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