Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size (Q4995633)
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scientific article; zbMATH DE number 7365948
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| English | Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size |
scientific article; zbMATH DE number 7365948 |
Statements
1 July 2021
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structural method
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jump-diffusion
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default capital reorganization
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corporate debt
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optimal default boundary
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0.8931674957275391
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0.8413777947425842
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0.8232250213623047
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0.8087043762207031
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