Double-exponential jump-diffusion processes : a structural model of an endogenous default barrier with a rollover debt structure
Binh Dao; Monique Jeanblanc
Year of publication: |
2012
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Authors: | Dao, Binh ; Jeanblanc, Monique |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 8.2012, 2, p. 21-43
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Saved in:
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