Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk
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- Hyong Chol O & Dae Song Choe & Gyong-Dok Rim, 2022. "Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk," Papers 2203.05719, arXiv.org.
- Hyong-Chol O & Tae-Song Choe, 2022. "General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations," Papers 2203.05726, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ISF-2021-09-27 (Islamic Finance)
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