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Binh Thi Thanh DAO

Personal Details

First Name:Binh
Middle Name:Thi Thanh
Last Name:Dao
Suffix:
RePEc Short-ID:pda796

Affiliation

Hanoi University (Hanoi Unversity)

http://www.hanu.vn/vn/
Vietnam, Hanoi

Research output

as
Jump to: Working papers

Working papers

  1. Thi Thanh Binh Dao, 2005. "Double Exponential Jump : A Structural Model," Post-Print halshs-00164806, HAL.
  2. Thi Thanh Binh Dao, 2004. "A Structural Model with Jump Diffusion Processes," Post-Print halshs-00164803, HAL.

Citations

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Working papers

  1. Thi Thanh Binh Dao, 2005. "Double Exponential Jump : A Structural Model," Post-Print halshs-00164806, HAL.

    Cited by:

    1. Olivier Le Courtois & François Quittard-Pinon, 2006. "Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(1), pages 11-39, March.
    2. Nan Chen & S. G. Kou, 2009. "Credit Spreads, Optimal Capital Structure, And Implied Volatility With Endogenous Default And Jump Risk," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 343-378, July.
    3. Fabian Astic & Agnès Tourin, 2014. "On The Credit Risk Of Secured Loans With Maximum Loan-To-Value Covenants," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(08), pages 1-19.

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