The optimal capital structure of the firm with stable Lévy assets returns
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Publication:940998
DOI10.1007/s10203-007-0079-3zbMath1160.91014OpenAlexW2056087887MaRDI QIDQ940998
Olivier Le Courtois, François Quittard-Pinon
Publication date: 4 September 2008
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-007-0079-3
Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70) Stable stochastic processes (60G52)
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