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The optimal capital structure of the firm with stable Lévy assets returns
Le Courtois, Olivier; Quittard-Pinon, François - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10003771590
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Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
Le Courtois, Olivier; Quittard-Pinon, François - In: Asia-Pacific financial markets 13 (2006) 1, pp. 11-39
Persistent link: https://www.econbiz.de/10003496745
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Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier; Quittard-Pinon, François; Su, … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 303-339
Persistent link: https://www.econbiz.de/10012285401