Pricing Derivatives on Financial Securities Subject to Credit Risk
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1995.tb05167.x/fullpdf
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4. Valuing corporate securities: Some effects of bond indenture provisions;Black;Journal of Finance,1976
5. A one factor model of interest rates and its application to treasury bond options;Black;Financial Analyst Journal,1990
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