Browsing Closed by Author "Schmidt, Thorsten"

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Browsing Closed by Author "Schmidt, Thorsten"

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  • Schmidt, Thorsten; Novikov, Alex (Routledge, 2008)
    A firm-value model similar to the one proposed by Black and Cox (1976) is considered. Instead of assuming a constant and known default boundary, the default boundary is an unobserved stochastic process. Interestingly, this ...