@article{defaultablebondliquidityspreadestimation, title = {Defaultable bond liquidity spread estimation: an option-based approach}, author = {Pietro Rossi and Paolo Spezzati and Riccardo Tedeschi}, year = {2025}, eprint = {2501.11427}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2501.11427v1}, }