Author:
Date P.,Mamon R.,Wang I.C.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference25 articles.
1. Credit risk: Modelling, Valuation and Hedging;Bielecki,2001
2. Valuing corporate securities: Some effects of bond indenture provisions;Black;Journal of Finance,1976
3. A one-factor model of interest rates and its applications to treasury bond options;Black;Financial Analysts Journal,1990
4. Actuarial Mathematics;Bowers,1997
5. A continuous time approach to the pricing of bonds;Brennan;Journal of Banking and Finance,1979
Cited by
8 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