Pricing of perpetual corporate debt with default capital reorganization in jump-diffusion model
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Publication:4643033
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- scientific article; zbMATH DE number 6907858
- A jump-diffusion model for pricing corporate debt securities in a complex capital structure
Cited in
(11)- scientific article; zbMATH DE number 5734032 (Why is no real title available?)
- scientific article; zbMATH DE number 6907858 (Why is no real title available?)
- Pricing of perpetual corporate debt and optimal capital structure 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
- 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
- RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT
- Debt-equity swap with finite time horizon -- variational inequality approach
- Valuation of the prepayment option of a perpetual corporate loan
- Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size
- A jump-diffusion model for pricing corporate debt securities in a complex capital structure
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