Travail de recherche/Working paper
Titre:
  • Asymptotic approximation of the hitting-time and evaluation of a risky bond.
Auteur:Loulit, Ahmed
Statut de publication:Publié, 2004
series:Working Papers CEB, 04-029.RS
Sujet CREF:Economie
Sujet JEL:Asset Pricing; Trading volume; Bond Interest Rates
Econometric and Statistical Methods: Special Topics: General
Volumes/pages:25 p.
Mots-clés:hitting-time
Brownian diffusion
levered firm.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:04-029