Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Binh Dao; Monique Jeanblanc
| Year of publication: |
2012
|
|---|---|
| Authors: | Dao Thi Thanh Binh ; Jeanblanc, Monique |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 8.2012, 2, p. 21-43
|
| Subject: | Finanzierungstheorie | Financial management theory | Black-Scholes-Modell | Black-Scholes model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673648