A reduced-form model for lease contract valuation with embedded options
Chuang-Chang Chang, Hsiao-Wei Ho, Henry Hongren Huang, Yildiray Yildirim
| Year of publication: |
2024
|
|---|---|
| Authors: | Chang, Chuang-chang ; Ho, Hsiao-Wei ; Huang, Henry Hongren ; Yildirim, Yildiray |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 62.2024, 2, p. 841-864
|
| Subject: | Credit risk | Embedded options | Lease rate | Reduced-form model | Kreditrisiko | Optionspreistheorie | Option pricing theory | Leasing | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01222-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014503183