Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model

Author: Le Courtois Olivier  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.13, Iss.1, 2006-03, pp. : 11-39

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract