The optimal capital structure of the firm with stable Lévy assets returns
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Volume (Year): 31 (2008)
Issue (Month): 1 (May)
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- 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, vol. 13(1), pages 11-39, March.
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"Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads,"
Research Program in Finance Working Papers
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