Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models

✍ Scribed by O, Hyong-Chol; Kim, Dong-Hyok; Pak, Chol-Hyok

• Book ID: 122165162
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 395 KB
• Volume: 416
• Category: Article
• ISSN: 0022-247X
• DOI: 10.1016/j.jmaa.2014.02.026