Krishnan, C. N. V. (contributor); … - 2003 - [Elektronische Ressource]
Management at Case Western Reserve University and
may be reached at c.krishnan@case.edu. Peter H. Ritchken is at the … Weatherhead School of Management
at Case Western Reserve University and may be reached at peter.ritchken@case.edu. James B … vary. Let ˆa
i
be our theoretical risky
bond price computed at date t
i
, conditional on knowledge of the state variables …