Numerical Simulation, Calibration and Recover of Credit Boundary
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-97-2179-5_10
Reference13 articles.
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3. Jiang, L., Mathematical Modeling and Methods for Option Pricing, World Scientific, 2005. 79.
4. Jiang, L.S., & J. Liang, Optimal convergence rate of the Binomial Tree Scheme for American Options and Their Free Boundaries, Frontiers in Differential. Geometry, Partial Differential Equations and Mathematical Physics, 153–167 , World Scientific. 2014
5. Leland, H., Corporate debt value,bond covenants,and optimal capital structure. Journal of Finance, 1994.
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