A Direct Approach to Arbitrage-Free Pricing of Derivatives
This paper develops a framework for modelling risky debt and valuing credit derivatives that is flexible
|Date of creation:||Nov 1998|
|Date of revision:|
|Contact details of provider:|| Postal: U.S.A.; New York University, Leonard N. Stern School of Business, Department of Economics . 44 West 4th Street. New York, New York 10012-1126|
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Web page: http://w4.stern.nyu.edu/finance/
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