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subject:"structure model"
(25 results)
1
Evaluation and default time for companies with uncertain cash flows
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 276-285
Persistent link: https://www.econbiz.de/10010515871
Saved in:
2
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
3
Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
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