most citedPricing Corporate Defaultable Bond using Declared Firm Value

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q-fin.PR2013★ 1 cited

Pricing Corporate Defaultable Bond using Declared Firm Value

Hyong-Chol O, Jong-Jun Jo, Chol-Ho Kim

We study the pricing problem for corporate defaultable bond from the viewpoint of the investors outside the firm that could not exactly know about the information of the firm. We c…