Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845)
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scientific article; zbMATH DE number 7421260
Language | Label | Description | Also known as |
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English | Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models |
scientific article; zbMATH DE number 7421260 |
Statements
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (English)
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5 November 2021
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credit risk
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endogenous bankruptcy
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optimal capital structure
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spectrally positive Lévy processes
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