A modified structural model for credit risk
type: Item
instance of: scholarly article
title: A modified structural model for credit risk
zbMATH Open document ID: 1245.91098
author: Gechun Liang
author: Lishang Jiang
published in: IMA Journal of Management Mathematics
publication date: 2012-08-30T00:00:00Z
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6074153
zbMATH Keywords: structural model
zbMATH Keywords: indifference pricing
zbMATH Keywords: HJB equation
zbMATH Keywords: Green's function
zbMATH Keywords: credit spread
MaRDI profile type: Publication
full work available at URL: dpr004
OpenAlex ID: W2141902434
DOI: 10.1093/IMAMAN/DPR004
description: scientific article; zbMATH DE number 6074153