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Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models.

Dante Mata LópezJosé-Luis PérezKazutoshi Yamazaki
Published in: SIAM J. Financial Math. (2021)
Keyphrases
  • positive and negative
  • structural information
  • search algorithm
  • worst case
  • piecewise linear
  • data sets
  • image sequences
  • optimal design