Pricing Defaultable Bonds: A New Model Combining Structural Information with the Reduced-Form Approach
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Elsevier BV
Reference43 articles.
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1. Higher order binaries with time dependent coefficients and two factors - model for defaultable bond with discrete default information;Malaya Journal of Matematik;2014-10-01
2. Integrals of Higher Binary Options and Defaultable Bonds with Discrete Default Information;SSRN Electronic Journal;2013
3. Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information;SSRN Electronic Journal;2013
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