Default risk for listed companies in double exponential jump diffusion process

DOI10.13383/J.CNKI.JSE.2018.01.005zbMATH Open1413.91119MaRDI QIDQ4688945FDOQ4688945

Authors: Xiao-Li Gong, Xin-Tian Zhuang 

Publication date: 22 October 2018

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zbMATH Keywords

default probabilitydouble exponential jump diffusion processasset valuedefault distance

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (3)

• Structural credit risk model driven by Lévy process under knight uncertainty
• Valuing default risk for assets value jump processes
• Title not available (Why is that?)

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