Work

Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2337865

Authors: Hyong-Chol O., Yong-Gon Kim, Dong-Hyok Kim

Institution: Kim Il-sung University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1925636724

Cites: 21

Cited by: 7

Related to: 10