Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"First-passage structural approach"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
First-passage structural approach
1
calibration
1
stochastic volatility
1
time scales
1
yield spreads
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Fouque, Jean-Pierre
1
Sircar, Ronnie
1
Sølna, Knut
1
Published in...
All
Applied Mathematical Finance
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic Volatility Effects on Defaultable Bonds
Fouque, Jean-Pierre
;
Sircar, Ronnie
;
Sølna, Knut
- In:
Applied Mathematical Finance
13
(
2006
)
3
,
pp. 215-244
This paper studies the effect of introducing stochastic volatility in the
first-passage
structural
approach
to default …
Persistent link: https://www.econbiz.de/10005639873
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
