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Mathematical finance / Options / United States housing bubble / Technical analysis / Corporate finance / Credit default swap / High-yield debt / BlackScholes model / Volatility / Stochastic volatility / Corporate bond / Capital structure


CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
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Document Date: 2009-07-06 16:20:34


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File Size: 686,11 KB

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