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Q3109645 - MaRDI portal

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    Statements

    author
    Dengfeng Xia
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    Weiyin Fei
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    Hongjian Liu
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    publication date
    27 January 2012
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    zbMATH Keywords
    jump diffusion process
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    solvency ratio
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    Girsanov's theorem
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    financial distress cost
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60J70
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    60J75
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    zbMATH DE Number
    6002154
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