Pages that link to "Item:Q3393976"
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The following pages link to CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976):
Displayed 25 items.
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578) (← links)
- The \(\beta \)-variance gamma model (Q660161) (← links)
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987) (← links)
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- Optimization of capital structure in real estate enterprises (Q2514700) (← links)
- Switching tax structure and payouts in endogenous bankruptcy models (Q2803515) (← links)
- CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK (Q2842534) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- An intensity model for credit risk with switching Lévy processes (Q5245904) (← links)
- Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
- RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT (Q5411394) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)