A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00435.x/fullpdf
Reference14 articles.
1. Pricing Options on Defaultable Stocks;Bayraktar;Appl. Math. Finance,2008
2. A Jump to Default Extended CEV Model: An Application of Bessel Processes;Carr;Finance Stoch.,2006
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