Equity as a call option on assets : some tests for failed banks
Behzad Diba ; Chia-Hsiang Guo ; Marius Schwartz
| Year of publication: |
1995
|
|---|---|
| Authors: | Diba, Behzad |
| Other Persons: | Guo, Chia-hsiang (contributor) ; Schwartz, Marius (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 48.1995, 3, p. 389-397
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001184779