PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model
- Carmen Calvo-Garrido, M.
- Diop, S.
- Pascucci, A.
- Vázquez, C.
Journal:
Communications in Nonlinear Science and Numerical Simulation
ISSN: 1007-5704
Year of publication: 2021
Volume: 102
Type: Article