Pages that link to "Item:Q1849796"
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The following pages link to Optimal capital structure and endogenous default (Q1849796):
Displaying 50 items.
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578) (← links)
- Dividends and leverage: how to optimally exploit a non-renewable investment (Q621273) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- On deposit volumes and the valuation of non-maturing liabilities (Q844606) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- Credit market frictions and capital structure dynamics (Q894071) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- Refracted Lévy processes (Q974766) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
- Structural recovery of face value at default (Q2294656) (← links)
- Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987) (← links)
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- Switching tax structure and payouts in endogenous bankruptcy models (Q2803515) (← links)
- Flexing the default barrier (Q2866385) (← links)
- An extension of CreditGrades model approach with Lévy processes (Q2866399) (← links)
- Pricing credit default swaps with bilateral value adjustments (Q2879019) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400) (← links)
- OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- Stochastic Volatility Effects on Defaultable Bonds (Q3424326) (← links)
- Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model (Q3445889) (← links)
- An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (Q3621148) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S. (Q5121503) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098) (← links)
