Narrow search
Showing 1 - 2 of 2
Cover Image
Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Dao, Binh; Jeanblanc, Monique - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 21-43
Persistent link: https://www.econbiz.de/10010058530
Cover Image
Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Dao Thi Thanh Binh; Jeanblanc, Monique - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 21-43
Persistent link: https://www.econbiz.de/10009673648