Work

Defaultable Bond Liquidity Spread Estimation: an Option-Based Approach

Year: 2025

Type: article

Source: Wilmott

DOI: 10.54946/wilm.12160

Author: R, Rossi, P and Spezzati, P Tedeschi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4411215078

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Related to: 10