Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
| Year of publication: |
2007
|
|---|---|
| Authors: | Kyprianou, A. ; Surya, B. |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 1, p. 131-152
|
| Publisher: |
Springer |
| Subject: | Credit risk | Endogenous bankruptcy | Scale functions | Fluctuation identity | Continuous and smooth pasting principles | Wiener–Hopf factorization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390643