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Semi-analytical pricing of defaultable bonds in a signaling jump-default model
Cathcart, Lara
;
Jahel, Lina el
- In:
The journal of computational finance
6
(
2003
)
3
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001753397
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The pricing of floating rate instruments
Cathcart, Lara
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 31-51
Persistent link: https://www.econbiz.de/10001366221
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