Flexing the default barrier
Article
Dorfleitner, Gregor, Schneider, Paul and Veža, Tanja (2011) Flexing the default barrier. Quantitative Finance 11 (12), pp. 1729-1743.Alternative links to fulltext
Involved Institutions
Details
| Item type | Article | ||||
| Journal or Publication Title | Quantitative Finance | ||||
| Publisher | ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD | ||||
| Place of Publication | ABINGDON | ||||
| Volume | 11 | ||||
| Number of Issue or Book Chapter | 12 | ||||
| Page Range | pp. 1729-1743 | ||||
| Date | 2011 | ||||
| Date of publication | 19 Dec 2024 11:17 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner) | ||||
| Identification Number |
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| Keywords | BOUNDARY CROSSING PROBABILITIES; BROWNIAN-MOTION; CAPITAL STRUCTURE; RATE DEBT; APPROXIMATIONS; OPTIONS; RATES; TIME; RISK; Credit default swap; Structural model; Default boundary; Green's function; Calibration | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 65439 |
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