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Pricing corporate bonds in an arbitraty jump-diffusion model based on an improved Brownian-bridge algorithm
Ruf, Johannes
;
Scherer, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 127-145
Persistent link: https://www.econbiz.de/10008989928
Saved in:
2
Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm
Ruf, Johannes
;
Scherer, Matthias
- In:
The journal of computational finance
14
(
2011
)
3
,
pp. 127-127
Persistent link: https://www.econbiz.de/10008928327
Saved in:
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