A Direct Approach to Arbitrage-Free Pricing of Derivatives
Sanjiv Das () and
Rangarajan K. Sundaram
New York University, Leonard N. Stern School Finance Department Working Paper Seires from New York University, Leonard N. Stern School of Business-
This paper develops a framework for modelling risky debt and valuing credit derivatives that is flexible
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Persistent link: https://EconPapers.repec.org/RePEc:fth:nystfi:99-013
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