Optimal capital structure with scale effects under spectrally negative Lévy models (Q4979886)
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scientific article; zbMATH DE number 6305525
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| English | Optimal capital structure with scale effects under spectrally negative Lévy models |
scientific article; zbMATH DE number 6305525 |
Statements
OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (English)
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19 June 2014
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credit risk
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spectrally negative Lévy processes
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scale functions
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optimal stopping
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0.8254793286323547
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0.8125481605529785
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0.8123616576194763
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0.7942562103271484
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0.777518630027771
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