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Search: subject:"default boundary"
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Applied Mathematical Finance
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ECONIS (ZBW)
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1
Debt dynamics and credit risk
Feldhütter, Peter
;
Schaefer, Stephen M.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 497-535
Persistent link: https://www.econbiz.de/10014420552
Saved in:
2
Stock price
default
boundary
: a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
4
A simple structural model with a
default
boundary
dependent on stock market performance
Kim, Hwa-sung
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 356-383
Persistent link: https://www.econbiz.de/10010408043
Saved in:
5
A Structural Model with Unobserved
Default
Boundary
Schmidt, Thorsten
;
Novikov, Alexander
- In:
Applied Mathematical Finance
15
(
2008
)
2
,
pp. 183-203
and known
default
boundary
, the
default
boundary
is an unobserved stochastic process. This process has a Brownian …
Persistent link: https://www.econbiz.de/10005462524
Saved in:
6
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights
Nardon, Martina
- In:
Frontiers in Finance and Economics
5
(
2008
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10004998280
Saved in:
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