Pages that link to "Item:Q940998"
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The following pages link to The optimal capital structure of the firm with stable Lévy assets returns (Q940998):
Displaying 8 items.
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Structural recovery of face value at default (Q2294656) (← links)
- Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)
- ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- An intensity model for credit risk with switching Lévy processes (Q5245904) (← links)
