On the determinants of the implied default barrier
Georges Dionne, Sadok Laajimi
| Year of publication: |
2012
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|---|---|
| Authors: | Dionne, Georges ; Laajimi, Sadok |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 3, p. 395-408
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| Subject: | Barrier option | Default barrier | Bankruptcy prediction | Maximum likelihood estimation | Strategic default | Liquidity shortage | Insolvenz | Insolvency | Optionsgeschäft | Option trading | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Maximum-Likelihood-Schätzung |
| Extent: | graph. Darst. |
|---|---|
| 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/10009615674