On the conditional default probability in a regulated market: a structural approach

By Lijun Bo, Dan Tang, Yongjin Wang, Xuewei Yang. 2011

50 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/34f2c452504f89e6795880382cf7a935463ec1d9

Citations in the corpus

• Some integral functionals of reflected SDEs and their applications in finance (2011, unknown): “Remark 3: (I) The main result of Bo et al. (2006) corresponds to the case of m1⁄4 n1⁄4 0 in theorem 2.”