Corporate debt value under transition scenario uncertainty
Year of publication: |
2025
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Authors: | Le Guenedal, Théo ; Tankov, Peter |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 35.2025, 1, p. 40-73
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Subject: | carbon tax | climate transition risk | default risk | endogenous default | scenario uncertainty | Risiko | Risk | Szenariotechnik | Scenario analysis | Kreditrisiko | Credit risk | Klimawandel | Climate change | Insolvenz | Insolvency | Treibhausgas-Emissionen | Greenhouse gas emissions | Ökosteuer | Environmental tax | Theorie | Theory | Verbindlichkeiten | Corporate debt |
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