Mathematical finance. 2009;19(3):343-378. doi: 10.1111/j.1467-9965.2009.00375.x Q22.42025

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

DOI: 10.1111/j.1467-9965.2009.00375.x

摘要

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