IDEAS home Printed from https://ideas.repec.org/f/pda796.html
   My authors  Follow this author

Binh Thi Thanh DAO

Personal Details

First Name:Binh
Middle Name:Thi Thanh
Last Name:Dao
Suffix:
RePEc Short-ID:pda796

Affiliation

Hanoi University (Hanoi Unversity)

http://www.hanu.vn/vn/
Vietnam, Hanoi

Research output

as
Jump to: Working papers

Working papers

  1. Thi Thanh Binh Dao, 2005. "Double Exponential Jump : A Structural Model," Post-Print halshs-00164806, HAL.
  2. Thi Thanh Binh Dao, 2004. "A Structural Model with Jump Diffusion Processes," Post-Print halshs-00164803, HAL.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Thi Thanh Binh Dao, 2005. "Double Exponential Jump : A Structural Model," Post-Print halshs-00164806, HAL.

    Cited by:

    1. Nan Chen & S. G. Kou, 2009. "Credit Spreads, Optimal Capital Structure, And Implied Volatility With Endogenous Default And Jump Risk," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 343-378, July.
    2. Fabian Astic & Agnès Tourin, 2014. "On The Credit Risk Of Secured Loans With Maximum Loan-To-Value Covenants," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(08), pages 1-19.
    3. Olivier Le Courtois & François Quittard-Pinon, 2006. "Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(1), pages 11-39, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Binh Thi Thanh Dao should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.