A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
| Year of publication: |
2009
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|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 1-2, p. 17-36
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