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PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY

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References

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1998Brownian Motion and Stochastic Calculus2,043 cited
1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
1994Implied Binomial Trees1,749 cited
1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
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1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES557 cited
2004Credit Risk Modeling530 cited
1998Pricing the risks of default469 cited

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