The Leland-Toft optimal capital structure model under Poisson observations
Zbigniew Palmowski, José Luis Pérez, Budhi Arta Surya, Kazutoshi Yamazaki
| Year of publication: |
2020
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| Authors: | Palmowski, Zbigniew ; Pérez, José Luis ; Budhi Arta Surya ; Yamazaki, Kazutoshi |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 4, p. 1035-1082
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| Subject: | Credit risk | Endogenous bankruptcy | Optimal capital structure | Spectrally negative Lévy processes | Term structure of credit spreads | Kapitalstruktur | Capital structure | Kreditrisiko | Insolvenz | Insolvency | Theorie | Theory | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Fremdkapital | Debt financing | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00431-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012518151