Work

The Structure of the Market with Default Risk and the Pricing of the Defaultable American Contingent Claims without any Recovery

Year: 2003

Type: article

Source: Chinese Journal of Applied Probability and Statisties

Author: Lixing Lao

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2350326696

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