Title:

Endogenizing Exogenous Default Barrier Models: The MM Algorithm

Authors:

Santiago Forte (Ramon Llull Universitat)
Lidija Lovreta (CUNEF - Madrid)

Journal:

Journal of Banking and Finance

Year:

2012

Volume:

36

Pages:

1639-1652

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates