Credit spreads with jump risks and stationary leverage ratio
Hwa-Sung Kim
Year of publication: |
2010
|
---|---|
Authors: | Kim, Hwa-sung |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 26166835. - Vol. 39.2010, 1, p. 53-69
|
Saved in:
Saved in favorites
Similar items by person
-
Call options with concave payoffs: An application to executive stock options
Bae, Kwangil, (2018)
-
Moments of claims in a Markovian environment
Kim, Bara, (2007)
-
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo, (2004)
- More ...