OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886)
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scientific article; zbMATH DE number 6305525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS |
scientific article; zbMATH DE number 6305525 |
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OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (English)
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19 June 2014
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credit risk
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spectrally negative Lévy processes
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scale functions
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optimal stopping
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