Higher Order Binaries with Time Dependent Coefficients and Two Factors - Model for Defaultable Bond with Discrete Default Information
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- Hyong-Chol O. & Jong-Chol Kim & Il-Gwang Jon, 2017. "Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon," Papers 1709.06517, arXiv.org.
- Hyong-Chol O & Song-gon Jang & Mun-Chol Kim & Gyong-Ryol Kim, 2015. "Convergence of binomial tree method and explicit difference scheme for American put options with time dependent coefficients," Papers 1505.04573, arXiv.org, revised Jul 2016.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-04 (All new papers)
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