Default risk for listed companies in double exponential jump diffusion process (Q4688945)
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scientific article; zbMATH DE number 6961775
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| English | Default risk for listed companies in double exponential jump diffusion process |
scientific article; zbMATH DE number 6961775 |
Statements
22 October 2018
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double exponential jump diffusion process
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asset value
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default distance
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default probability
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0.7811247110366821
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0.7556324005126953
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0.7504008412361145
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0.7439170479774475
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