Using equity options to imply credit information
Year of publication: |
2011
|
---|---|
Authors: | Elkhodiry, Angie ; Paradi, Joseph C. ; Seco, Luis |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 185.2011, p. 45-73
|
Subject: | Optionspreistheorie | Option pricing theory | Kreditwürdigkeit | Credit rating | Aktienoption | Stock option | Kreditmarkt | Credit market |
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