Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved brownian-bridge algorithm

Journal of Computational Finance

Volumn 14, Issue 3, 2011, Pages 127-145

  Ruf, Johannes ^a   Scherer, Matthias ^b  

^a Columbia University ^*  (United States)

^b TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85032070027     PISSN: 14601559     EISSN: 17552850     Source Type: Journal    
DOI: 10.21314/JCF.2011.235     Document Type: Article

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