搜索结果: 1-1 共查到“数学 First-Passage Approximation”相关记录1条 . 查询时间(0.081 秒)
Default Risk Modeling Beyond the First-Passage Approximation. I. Extended Black-Cox Model
Default Risk Modeling First-Passage Approximation Black-Cox Model
2010/4/27
We develop a generalization of the Black-Cox structural model of default risk. The extended model captures uncertainty related to firms ability to avoid default even if companys liabilities momentaril...