scientific article; zbMATH DE number 6907858
From MaRDI portal
Publication:3175660
DOI10.13383/J.CNKI.JSE.2017.04.006zbMATH Open1399.91133MaRDI QIDQ3175660FDOQ3175660
Authors: Jianwei Lin, Liping Song 
Publication date: 18 July 2018
Title of this publication is not available (Why is that?)
Recommendations
- Pricing of the corporate debt with the finite default observation period
- Pricing of perpetual corporate debt with default capital reorganization in jump-diffusion model
- Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size
- Pricing of perpetual corporate debt and optimal capital structure in jump-diffusion model
- Pricing of perpetual corporate debt with bankruptcy reorganization in a double exponential jump-diffusion model
- PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS
- THE PRICING OF DEBT AND PARETO-OPTIMAL FINANCING UNDER ENDOGENOUS BANKRUPTCY
- Pricing on a defaultable and callable corporate bond with credit rating migration under the structure framework
- Optimal capital structure and endogenous default
Cited In (9)
- Title not available (Why is that?)
- Pricing of perpetual corporate debt with default capital reorganization in jump-diffusion model
- A study on the valuation of the corporate debt with the finite maturity under Chapter 11 of the US bankruptcy code and optimal bankruptcy boundary
- When does strategic debt-service matter?
- Pricing of the corporate debt with the finite default observation period
- Pricing of perpetual corporate debt with bankruptcy reorganization in a double exponential jump-diffusion model
- DESIGN AND VALUATION OF CORPORATE SECURITIES WITH STRATEGIC DEBT SERVICE AND ASYMMETRIC INFORMATION
- Debt-equity swap with finite time horizon -- variational inequality approach
- Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3175660)
