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"Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal ..."

Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki (2021)

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DOI: 10.1137/20M1362127

access: closed

type: Journal Article

metadata version: 2022-01-03

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  - journals/siamfm/LopezPY21
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  - https://dblp.org/rec/journals/siamfm/LopezPY21
Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki:
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM J. Financial Math. 12(3): 1112-1149 (2021)

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