most citedA Merton-Like Approach to Pricing Debt based on a non-Gaussian Asset Model

2 citations · 2 across the 1 of their papers we have counts for

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cond-mat.other2005★ 2 cited

A Merton-Like Approach to Pricing Debt based on a non-Gaussian Asset Model

Lisa Borland, Jeremy Evnine, Benoit Pochart

This paper is a contribution to the Proceedings of the Workshop Complexity, Metastability and Nonextensivity held in Erice 20-26 July 2004, to be published by World Scientific. We…