Author:
Oluwo Akorede K.,Villamor Enrique
Publisher
Scientific Research Publishing, Inc.
Reference21 articles.
1. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
2. The Pricing of Options and Corporate Liabilities
3. Hull, J.C. and White, A. (2004) Valuation of CDO and an nth to Default CDS without Monte Carlo Simulation. Rotman School of Management, University of Toronto, Toronto.
4. Merton, R.C. (1975) Option Pricing When Underlying Stock and Returns Are Discontinuous. Massachusetts Institute of Technology, Cambridge.
5. Optimum consumption and portfolio rules in a continuous-time model