Pricing of defaultable bonds with random information flow
Dorje C. Brody & Yan Tai Law
| Year of publication: |
Nov.-Dec. 2015
|
|---|---|
| Authors: | Brody, Dorje C. ; Law, Yan Tai |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 22.2015, 5/6, p. 399-420
|
| Subject: | Information-based asset pricing | stochastic volatility | price manipulation | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | CAPM | Anleihe | Bond | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2015.1050151 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011490604