Extensions for Structural Credit Rating Migration Models
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-97-2179-5_8
Reference23 articles.
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5. Heston, Steven L. “A closed-form solution for options with stochastic volatility with applications to bond and currency options.” The review of financial studies 6.2 (1993): 327–343.
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