Evaluation and default time for companies with uncertain cash flows
Year of publication: |
2015
|
---|---|
Authors: | Hainaut, Donatien |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 61.2015, C, p. 276-285
|
Publisher: |
Elsevier |
Subject: | Credit risk | Expected present value operator | Jump–diffusion model | Structural model | Wiener–Hopf factorization |
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