On the Conditional Default Probability in a Regulated Market with Jump Risk
Year of publication: |
2017
|
---|---|
Authors: | Bo, Lijun |
Other Persons: | Li, Xindan (contributor) ; Wang, Yongjin (contributor) ; Yang, Xuewei (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, 13(12): 1967-1975, December 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 12, 2013 erstellt |
Classification: | G12 - Asset Pricing ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The German sub-national government bond market: evolution, yields and liquidity
Schulz, Alexander, (2008)
-
IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany
Oehler, Andreas, (2004)
-
The Existence and Effectiveness of Price Support Activities in Germany: A Note
Oehler, Andreas, (2004)
- More ...
-
Optimal investment and consumption with default risk : HARA utility
Bo, Lijun, (2013)
-
On the conditional default probability in a regulated market with jump risk
Bo, Lijun, (2013)
-
Optimal Investment and Consumption with Default Risk: HARA Utility
Bo, Lijun, (2013)
- More ...