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):
Displaying 29 items.
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← 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)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← 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)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← 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)
- 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)
- Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model (Q5940892) (← links)
- Lévy bandits under Poissonian decision times (Q6630464) (← links)
