On the pricing of defaultable bonds using the framework of barrier options

DOI10.1007/s10690-005-6008-yzbMath1137.91452OpenAlexW2003921545MaRDI QIDQ816769

Koichiro Takaoka, Motokazu Ishizaka

Publication date: 23 February 2006

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

Full work available at URL: https://doi.org/10.1007/s10690-005-6008-y

Mathematics Subject Classification ID

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Edokko options: a new framework of barrier options
• A Theory of the Term Structure of Interest Rates
• Brownian Excursions and Parisian Barrier Options
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