Valuation model of defaultable bond values in emerging markets

DOI10.1023/A:1021103317106zbMath1061.91027OpenAlexW3125279965MaRDI QIDQ1418791

Chi-Fai Lo, Cho-Hoi Hui

Publication date: 14 January 2004

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021103317106

zbMATH Keywords

credit riskemerging marketsrisky bonds

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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