A latent process model for the pricing of corporate securities
Year of publication: |
2009
|
---|---|
Authors: | Kijima, Masaaki ; Suzuki, Teruyoshi ; Tanaka, Keiichi |
Published in: |
Computational Statistics. - Springer. - Vol. 69.2009, 3, p. 439-455
|
Publisher: |
Springer |
Subject: | Structural model | Latent process | Black–Cox model | Credit spread |
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