Corporate bond pricing model with stochastically volatile firm value process
Year of publication: |
November 2016
|
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Authors: | Jang, Woon Wook ; Eom, Young Ho ; Kang, Yong Joo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 148.2016, p. 41-44
|
Subject: | Structural corporate bond pricing | Stochastic volatility | Fortet equation | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | CAPM | Optionspreistheorie | Option pricing theory |
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