Research graph
References from A corporate bond pricing model incorporating step-function dividends and credit rating migration. Local targets link to admitted publications; unresolved targets remain external evidence.
10.1111/jofi.1995.50.issue-1
10.1111/jofi.1995.50.issue-1 · External reference
10.1093/rfs/12.4.687
10.1093/rfs/12.4.687 · External reference
On the valuing of corporate debt: the risk structure of interest rates
1974 · External reference
Pricing on corporate bonds with credit rating migration under structure framework
2015 · External reference
10.1016/j.jmaa.2015.03.040
10.1016/j.jmaa.2015.03.040 · External reference
10.3934/qfe.2017.3.300
10.3934/qfe.2017.3.300 · External reference
10.3390/jrfm11040087
10.3390/jrfm11040087 · External reference
10.3934/mcrf.2019038
10.3934/mcrf.2019038 · External reference
10.1080/00207160.2020.1713315
10.1080/00207160.2020.1713315 · External reference
10.1007/s10255-023-1082-3
10.1007/s10255-023-1082-3 · External reference
10.1137/20m1343592
10.1137/20m1343592 · External reference
10.1080/1350486x.2011.591163
10.1080/1350486x.2011.591163 · External reference
10.1111/jofi.1987.42.issue-2
10.1111/jofi.1987.42.issue-2 · External reference
10.1093/rfs/8.1.161
10.1093/rfs/8.1.161 · External reference
10.1093/rfs/9.4.1211
10.1093/rfs/9.4.1211 · External reference
A pricing model of credit rating migration included in existence of an upper bound on dividends
2025 · External reference
10.1073/pnas.1718942115
10.1073/pnas.1718942115 · External reference
Convergence of the deep BSDE method for coupled FBSDEs
2020 · External reference
10.1093/imanum/drad060
10.1093/imanum/drad060 · External reference
10.1515/9781400830176
10.1515/9781400830176 · External reference
10.1086/260062
10.1086/260062 · External reference
Unresolved reference
1964 · External reference
Unresolved reference
2012 · External reference
10.1090/gsm/019
10.1090/gsm/019 · External reference
10.1007/978-0-387-70914-7
10.1007/978-0-387-70914-7 · 2011 · External reference
10.1007/978-3-642-18460-4
10.1007/978-3-642-18460-4 · External reference
10.1142/3302
10.1142/3302 · External reference
10.1007/978-0-387-70914-7
10.1007/978-0-387-70914-7 · ExternalCitation · doi-reference
10.1007/978-3-642-18460-4
10.1007/978-3-642-18460-4 · ExternalCitation · doi-reference
10.1007/s10255-023-1082-3
10.1007/s10255-023-1082-3 · ExternalCitation · doi-reference
10.1016/j.jmaa.2015.03.040
10.1016/j.jmaa.2015.03.040 · ExternalCitation · doi-reference
10.1073/pnas.1718942115
10.1073/pnas.1718942115 · ExternalCitation · doi-reference
10.1080/00207160.2020.1713315
10.1080/00207160.2020.1713315 · ExternalCitation · doi-reference
10.1080/1350486x.2011.591163
10.1080/1350486x.2011.591163 · ExternalCitation · doi-reference
10.1086/260062
10.1086/260062 · ExternalCitation · doi-reference
10.1090/gsm/019
10.1090/gsm/019 · ExternalCitation · doi-reference
10.1093/imanum/drad060
10.1093/imanum/drad060 · ExternalCitation · doi-reference
10.1093/rfs/12.4.687
10.1093/rfs/12.4.687 · ExternalCitation · doi-reference
10.1093/rfs/8.1.161
10.1093/rfs/8.1.161 · ExternalCitation · doi-reference
10.1093/rfs/9.4.1211
10.1093/rfs/9.4.1211 · ExternalCitation · doi-reference
10.1111/jofi.1987.42.issue-2
10.1111/jofi.1987.42.issue-2 · ExternalCitation · doi-reference
10.1111/jofi.1995.50.issue-1
10.1111/jofi.1995.50.issue-1 · ExternalCitation · doi-reference
10.1137/20m1343592
10.1137/20m1343592 · ExternalCitation · doi-reference
10.1142/3302
10.1142/3302 · ExternalCitation · doi-reference
10.1515/9781400830176
10.1515/9781400830176 · ExternalCitation · doi-reference
10.3390/jrfm11040087
10.3390/jrfm11040087 · ExternalCitation · doi-reference
10.3934/mcrf.2019038
10.3934/mcrf.2019038 · ExternalCitation · doi-reference
10.3934/qfe.2017.3.300
10.3934/qfe.2017.3.300 · ExternalCitation · doi-reference
