Dynamic optimal capital structure with regime switching
Year of publication: |
2015
|
---|---|
Authors: | Elliott, Robert J. ; Shen, Jia |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 11.2015, 2, p. 199-220
|
Subject: | Credit spread | Defaultable bond | Regime switching | Structural model | First passage time | Markov chain | Markov-Kette | Kapitalstruktur | Capital structure | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency | Unternehmensanleihe | Corporate bond | Optionspreistheorie | Option pricing theory |
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