Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214): Difference between revisions

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+CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
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+The minimal entropy martingale measures for geometric Lévy processes
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+Optimal capital structure and endogenous default
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+A Jump-Diffusion Model for Option Pricing
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+Modeling growth stocks via birth-death processes
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+Pricing the risks of default
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+Geometric Lévy process \& MEMM pricing model and related estimation problems
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+Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
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