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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
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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
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An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Rutkowski, Marek; Yu, Nannan - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
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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
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The CARMA interest rate model
Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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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
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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
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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
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Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
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The wishart short rate model
Gnoatto, Alessandro - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10009706330