Pricing of perpetual corporate debt with default capital reorganization in jump-diffusion model (Q4643033)
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scientific article; zbMATH DE number 6874111
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| English | Pricing of perpetual corporate debt with default capital reorganization in jump-diffusion model |
scientific article; zbMATH DE number 6874111 |
Statements
25 May 2018
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structural method
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jump-diffusion model
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default capital reorganization
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perpetual corporate debt
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optimal leverage ratio
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0.9136234521865844
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0.908158838748932
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0.8931674957275391
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0.7730807065963745
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