Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
Olivier Le Courtois; François Quittard-Pinon
| Year of publication: |
2007
|
|---|---|
| Authors: | Le Courtois, Olivier ; Quittard-Pinon, François |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 1, p. 11-39
|
| Subject: | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Kapitalstruktur | Capital structure | Martingal | Martingale | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003496745