"PDE models for the pricing of a defaultable coupon-bearing bond under an ..."

María del Carmen Calvo-Garrido et al. (2021)

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DOI: 10.1016/J.CNSNS.2021.105914

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type: Journal Article

metadata version: 2023-08-28

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María del Carmen Calvo-Garrido, Sidi Diop, Andrea Pascucci, Carlos Vázquez:
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model. Commun. Nonlinear Sci. Numer. Simul. 102: 105914 (2021)

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