The optimal capital structure of the firm with stable Lévy assets returns
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References listed on IDEAS
- Black, Fischer & Cox, John C, 1976. "Valuing Corporate Securities: Some Effects of Bond Indenture Provisions," Journal of Finance, American Finance Association, vol. 31(2), pages 351-367, May.
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- Hainaut, Donatien, 2015. "Evaluation and default time for companies with uncertain cash flows," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 276-285.
- Fusai, Gianluca & Germano, Guido & Marazzina, Daniele, 2016. "Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options," European Journal of Operational Research, Elsevier, vol. 251(1), pages 124-134.
More about this item
KeywordsOptimal capital structure; Default risk; Stable processes; Credit spreads; C60; G32; 60G52; 91B28;
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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