Default risk for listed companies in double exponential jump diffusion process

DOI10.13383/J.CNKI.JSE.2018.01.005MaRDI QIDQ4688945zbMATH OpenFDO

Authors Xiao-Li Gong, Xin-Tian Zhuang

Publication date 22 October 2018

zbMATH Keywords

default probabilitydouble exponential jump diffusion processasset valuedefault distance

Mathematics Subject Classification ID

Credit risk (91G40)

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