CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK-Reference-Cited by-同舟云学术

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CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

Published:2009-07 Issue:3 Volume:19 Page:343-378
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:

Author:

Chen Nan,Kou S. G.

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2009.00375.x/fullpdf

Reference92 articles.

1. The Fourier-series Method for Inverting Transforms of Probability Distributions;Abate;Queueing Syst.,1992

2. Design and Valuation of Debt Contracts;Anderson;Rev. Financ. Stud.,1996

3. Regular Variation and Smile Asymptotics;Benaim;Math. Finance,2006

4. Corporate Finance and the Legacy of Miller and Modigliani;Bhattacharya;J. Economic Perspectives,1998

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