A Structural Credit Risk Model Driven by the Lévy Process under Knightian Uncertainty

Hong Huang, Yufu Ning, Xiumei Chen. A Structural Credit Risk Model Driven by the Lévy Process under Knightian Uncertainty. Symmetry, 14(5):1041, 2022. [doi]

Authors

Hong Huang

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Yufu Ning

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Xiumei Chen

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