Pages that link to "Item:Q2463706"
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The following pages link to Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706):
Displayed 9 items.
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)