Corporate security prices in structural credit risk models with incomplete information
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Publication:5743118
DOI10.1111/mafi.12176zbMath1411.91598arXiv1701.04780OpenAlexW2186328685MaRDI QIDQ5743118
Dan Lu, Rüdiger Frey, Lars Rösler
Publication date: 8 May 2019
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.04780
incomplete informationstochastic filteringstructural credit risk modelsderivative asset analysis for corporate securities
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