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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion papers / CEPR"
~person:"Chen, Nan"
~person:"Song, Dongho"
~subject:"Swap"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
1
Journal of financial economics
1
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ECONIS (ZBW)
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Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012205741
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2
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
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