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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
MPRA Paper
1,169
NBER working paper series
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980
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948
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1
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
2
Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
Saved in:
3
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
6
Credit risk modeling with misreporting and incomplete information
Capponi, Agostino
;
Cvitanić, Jakša
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 83-112
Persistent link: https://www.econbiz.de/10003847569
Saved in:
7
Credit risk valuation with rating transitions and partial information
Hainaut, Donatien
;
Robert, Christian Yann
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010498847
Saved in:
8
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
9
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
10
Defaultable Lévy Libor rates and credit derivatives
Huehne, Florian
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 407-435
Persistent link: https://www.econbiz.de/10003463421
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