搜索结果: 1-1 共查到“货币银行学 Information-Sensitive Discounting”相关记录1条 . 查询时间(0.046 秒)
Security Pricing with Information-Sensitive Discounting
Security Pricing Information-Sensitive Discounting
2010/10/18
In this paper incomplete-information models are developed for the pricing of securities in a stochastic interest rate setting. In particular we consider credit-risky assets that may include random re...