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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 ...

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    • Authors: Bin Li, Xiaowen Zhou, Qihe Tang
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments