Narrow search
Showing 1 - 3 of 3
Cover Image
Dynamic optimal capital structure with regime switching
Elliott, Robert J.; Shen, Jia - In: Annals of finance 11 (2015) 2, pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Cover Image
Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Cover Image
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier; Su, Xiaoshan - In: Asia Pacific financial markets 27 (2020) 4, pp. 477-520
Persistent link: https://www.econbiz.de/10012390326