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Credit enhancement through financial engineering: Freeport McMoRan's gold-denominated depositary shares
Chidambaran, N.K., (2001)
Evaluating the Performance of the Protective Put Strategy - Simulation reveals that some seemingly reasonable protective put strategies actually provide very little protection, while strategies that involve buying in-the-money options can produce attractive return profiles.
Figlewski, Stephen, (1993)
Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis
Chen, Ren-Raw, (2014)