Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm
| Year of publication: |
2011
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|---|---|
| Authors: | Ruf, Johannes ; Scherer, Matthias |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 14.2011, 3, p. 127-127
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