Pricing of Defaultable Securities under Stochastic Interest

Kordzakhia, N Novikov, A

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Field	Value	Language
dc.contributor.author	Kordzakhia, N	en_US
dc.contributor.author	Novikov, A https://orcid.org/0000-0001-8529-173X	en_US
dc.contributor.editor	Sarychev, A	en_US
dc.contributor.editor	Shiryaev, A	en_US
dc.contributor.editor	Guerra, M	en_US
dc.contributor.editor	Grossinho, M	en_US
dc.date.issued	2008-01	en_US
dc.identifier.citation	Mathematical Control Theory and Finance, 2008, 1, pp. 251 - 263	en_US
dc.identifier.isbn	978-3-540-69531-8	en_US
dc.identifier.uri	http://hdl.handle.net/10453/7819
dc.publisher	Springer	en_US
dc.relation.ispartof	Mathematical Control Theory and Finance	en_US
dc.title	Pricing of Defaultable Securities under Stochastic Interest	en_US
dc.type	Chapter
utslib.location	Berlin	en_US
utslib.for	010205 Financial Mathematics	en_US
utslib.for	150201 Finance	en_US
utslib.for	010406 Stochastic Analysis and Modelling	en_US
utslib.citation.edition	1	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.edition	1	en_US
pubs.place-of-publication	Berlin	en_US

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