Subject
Applied Mathematics,Computational Mathematics
Reference23 articles.
1. On the pricing of corporate debt: The risk structure of interest rates;Merton;J. Finance,1974
2. Valuing corporate securities: Some effects of bond indenture provisions;Black;J. Finance,1976
3. Pricing derivatives on financial securities subject to credit risk;Jarrow;J. Finance,1995
4. Credit Risk: Pricing, Measurement, and Management;Duffie,2012
5. Valuing credit default swaps I: No counterparty default risk;Hull;J. Deriv.,2000
Cited by
29 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献