Market Implied Volatilities for Defaultable Bonds

Annals of Operations Research, April 2019, Volume 275, Issue 2, pp 669–683

Author(s):

Vincenzo Russo

Assicurazioni Generali S.p.A.

Rosella Giacometti

University of Bergamo

Frank J. Fabozzi

EDHEC Business School

Annals of Operations Research, April 2019, Volume 275, Issue 2, pp 669–683

Type: Academic publication
Date: le 01/04/2019
Research Cluster : Finance
Source : Annals of Operations Research

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