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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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Pricing fixed-income securities in an information-based framework
Hughston, Lane P.; Macrina, Andrea - In: Applied mathematical finance 19 (2012) 3/4, pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
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Pricing of defaultable bonds with random information flow
Brody, Dorje C.; Law, Yan Tai - In: Applied mathematical finance 22 (2015) 5/6, pp. 399-420
Persistent link: https://www.econbiz.de/10011490604