Valuing corporate liabilities when the default threshold is not an absorbing barrier

Franck Moraux ()

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Keywords: Valuing corporate liabilities; default threshold (search for similar items in EconPapers)
Date: 2002-09-19
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Published in Actes «CREDIT 2002 - Assessing the Risk of Corporate Default», Sep 2002, Venise, 30 p

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Working Paper: Valuing corporate liabilities when the default threshold is not an absorbing barrier (2019)
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