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Mathematical Finance

Volumn 21, Issue 3, 2011, Pages 493-517

A unified framework for pricing credit and equity derivatives

(2) Bayraktar, Erhan a Yang, Bo b

a UNIVERSITY OF MICHIGAN (United States)

b Morgan Stanley ^* (United States)

Author keywords

Defaultable bond; Defaultable stock; Equity options; Implied volatility; Multiscale perturbation method; Stochastic interest rate

Indexed keywords

EID: 79955908139 PISSN: 09601627 EISSN: 14679965 Source Type: Journal
DOI: 10.1111/j.1467-9965.2010.00435.x Document Type: Article

Times cited : (12)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.