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Corporate debt 1 Credit derivative 1 Credit insurance 1 Credit risk 1 Insolvency 1 Insolvenz 1 Kreditderivat 1 Kreditrisiko 1 Kreditversicherung 1 Option pricing theory 1 Optionspreistheorie 1 Risikoprämie 1 Risk premium 1 Stochastic process 1 Stochastischer Prozess 1 Verbindlichkeiten 1 boundary-crossing problem 1 corporate debt 1 credit default swap (CDS) 1 default probability 1 stochastic time 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Harju, Antti J. 1
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The journal of credit risk : published quarterly by Incisive Media 1
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Pricing default risk in stochastic time
Harju, Antti J. - In: The journal of credit risk : published quarterly by … 19 (2023) 3, pp. 23-49
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