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A Time-homogeneous Di§usion Model with Tax
Model with Tax Studies default risk through the two-sided exit problem of a time-homogeneous di§usion process ... payments of loss-carry-forward type and obtains explicit formulas for the exit probabilities. If the lower ...- Authors: BIN LI, Application Administrator
- Date: Oct 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Risk measurement - Finance & Investments