Estimating the term structures of corporate debt

DOI10.1007/BF01531335zbMath1274.91471MaRDI QIDQ375368

Tal Schwartz

Publication date: 30 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

zbMATH Keywords

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Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

A Bayesian approach to term structure modeling using heavy‐tailed distributions

Uses Software

• IMSL Numerical Libraries

Cites Work

• Asymptotic results for estimation and testing variances in regression models
• Testing hypotheses in nonlinear regressions

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