The time evolution of the value of a firm is commonly modeled by a linear, scalar stochastic
differential equation (SDE) of the type where the coefficient in the drift term denotes the (…

The overall goal of this research is to develop a mathematic framework for pricing corporate
bonds with/without a call option and when there is an embedded risk for default arising from …

A serious shortcoming of existing structural models of bonds is that they do not consider the
complex bond-specific features of callable bonds and how they interact with firmspecific …

Both structural and reduced form models have been used to model and explain credit spreads
of corporate debt. Structural models have been shown by Schaefer and Strebulaev (2008) …

The cost of debt capital for corporations depends on credit spreads. In this study, we will
analyze the shape of credit spread term structures. The shape of credit spreads depends upon …

The time evolution of the value of a firm is commonly modeled by the linear, scalar stochastic
differential equation (SDE) of the type t tt vtv dV rVdt t VdW where the coefficient tr in …

We performed a meta-analysis to analyze the associations of depression with pre-diabetes (PreDM),
undiagnosed diabetes (UDM), and previously diagnosed diabetes (PDM), and …

Aims/hypothesis Evidence strongly suggests that depression and type 2 diabetes are
associated, but the direction of the association is still unclear. Depression may occur as a …

RNA virus metagenome data characterization provides an unbiased picture of RNA viruses
in natural environment. To test the hypothesis that plant viral infections are relatively specific …