Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
Michael Hanke
| Year of publication: |
2005
|
|---|---|
| Authors: | Hanke, Michael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 3, p. 389-421
|
| Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing 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/10002611092