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A Time-homogeneous Di§usion Model with Tax
A Time-homogeneous Di§usion Model with Tax Studies default risk through the two-sided ... introduced tax payments with constant rate at pro table times to the compound Poisson risk model and established ...- Authors: BIN LI, Application Administrator
- Date: Oct 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Risk measurement - Finance & Investments