1 citations · 1 across the 8 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
q-fin.PR2019
Nonhedgeable risk and Credit Risk Pricing
Juan Dong, Lyudmila Korobenko, Deniz Sezer
We introduce a new model for pricing corporate bonds, which is a modification of the classical model of Merton. In this new model, we drop the liquidity assumption of the firm's as…
math.AP2019
Orlicz Sobolev Inequalities and the Doubling Condition
Lyudmila Korobenko
In [12] it has been shown that Sobolev inequality with implies the doubling condition on the underlying measure. We show that even weaker Orlicz-Sobolev inequalities,…