Pricing corporate bonds in an arbitraty jump-diffusion model based on an improved Brownian-bridge algorithm
Johannes Ruf; Matthias Scherer
| Year of publication: |
2011
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|---|---|
| Authors: | Ruf, Johannes ; Scherer, Matthias |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 3, p. 127-145
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| Subject: | Unternehmensanleihe | Corporate bond | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008989928