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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Corporate bond"
~subject:"Derivat"
~subject:"EU countries"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
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Assessing credit with equity : a CEV model with jump to default
Campi, Luciano
(
contributor
);
Polbennikov, Simon
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002628167
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Close-form pricing of Benchmark Equity Default Swaps under the CEV assumption
Campi, Luciano
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002628188
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