Pricing of perpetual corporate debt with bankruptcy reorganization in a double exponential jump-diffusion model (Q3307519)
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scientific article; zbMATH DE number 7234659
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| English | Pricing of perpetual corporate debt with bankruptcy reorganization in a double exponential jump-diffusion model |
scientific article; zbMATH DE number 7234659 |
Statements
12 August 2020
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structural method
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double exponential jump-diffusion model
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bankruptcy reorganization
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corporate debt
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optimal bankruptcy boundary
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0.9136234521865844
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0.8787909150123596
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0.8413777947425842
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