Valuation of default-sensitive claims under imperfect...

Finance and Stochastics 2008 / 04 Vol. 12; Iss. 2

Valuation of default-sensitive claims under imperfect information

Delia Coculescu, Hélyette Geman, Monique Jeanblanc
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Volume:
12
Language:
english
Pages:
24
DOI:
10.1007/s00780-007-0060-6
Date:
April, 2008
File:
PDF, 915 KB
english, 2008
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