Equity as a call option on assets: Some tests for failed banks
| Year of publication: |
1995
|
|---|---|
| Authors: | Diba, Behzad ; Guo, Chia-Hsiang ; Schwartz, Marius |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 48.1995, 3-4, p. 389-397
|
| Publisher: |
Elsevier |