CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
Year of publication: |
2009
|
---|---|
Authors: | Chen, Nan ; Kou, S. G. |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 19.2009, 3, p. 343-378
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Publisher: |
Wiley Blackwell |
Saved in:
freely available
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