Double-exponential jump-diffusion processes: a structural model of an endogenous default barrier with a rollover debt structure
2018 ◽
Vol 6
(0)
◽
pp. 45-63
Keyword(s):
2006 ◽
Vol 09
(06)
◽
pp. 915-949
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2003 ◽
Vol 35
(2)
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pp. 504-531
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2010 ◽
Vol 35
(2)
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pp. 412-437
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Keyword(s):
Keyword(s):
2010 ◽
Vol 27
(02)
◽
pp. 143-166
2010 ◽
Vol 27
(02)
◽
pp. 227-242
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