A Parisian option framework for corporate security valuation under the double exponential jump diffusion process
碩士 === 國立交通大學 === 財務金融研究所 === 98 === After the worldwide financial crisis in 2007, credit risk of the company is getting vast attention not only from academic but also from people in practice. Specifically, many firms had good rating but suddenly default during the financial crisis. Hence, how t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53484115834461724666 |