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From equity to default correlation with taxes - MaRDI portal

From equity to default correlation with taxes (Q5139238)

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scientific article; zbMATH DE number 7282782
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English
From equity to default correlation with taxes
scientific article; zbMATH DE number 7282782

    Statements

    title
    From equity to default correlation with taxes (English)
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    author
    Sheen Liu
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    Howard Qi
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    Yan Alice Xie
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    publication date
    7 December 2020
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    zbMATH Keywords
    default correlation
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    equity correlation
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    structural model
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    taxes
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G20
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    91G40
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    zbMATH DE Number
    7282782
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    OpenAlex ID
    W3015223653
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