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]

@article{HuangNC22,
  title = {A Structural Credit Risk Model Driven by the Lévy Process under Knightian Uncertainty},
  author = {Hong Huang and Yufu Ning and Xiumei Chen},
  year = {2022},
  doi = {10.3390/sym14051041},
  url = {https://doi.org/10.3390/sym14051041},
  researchr = {https://researchr.org/publication/HuangNC22},
  cites = {0},
  citedby = {0},
  journal = {Symmetry},
  volume = {14},
  number = {5},
  pages = {1041},
}