A comprehensive structural model for defaultable fixed-income bonds
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680903222451
Reference29 articles.
1. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
2. A generalization of the Geske formula for compound options
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