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