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Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes
Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes This abstract describes a paper that models a firm value by a jump-diffusion process and derives an ...- Authors: Bin Li, Xiaowen Zhou, Qihe Tang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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The Frequency of Drawdowns
The Frequency of Drawdowns This abstract describes a paper that focuses on the frequency of drawdowns. 6442453425 2/1/2014 12:00:00 AM ...- Authors: Bin Li, Hongzhong Zhang
- Date: Feb 2014