Pages that link to "Item:Q1849796"
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The following pages link to Optimal capital structure and endogenous default (Q1849796):
Displaying 20 items.
- An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (Q3621148) (← links)
- The optimal capital structure of a liquidity‐insuring bank (Q4488943) (← links)
- Endogenous Liquidity and Defaultable Bonds (Q4615884) (← 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)
- RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT (Q5411394) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Structural credit risk model driven by Lévy process under knight uncertainty (Q6165397) (← links)
- Corporate debt value under transition scenario uncertainty (Q6667575) (← links)
