Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
| Year of publication: |
2005
|
|---|---|
| Authors: | Hanke, Michael |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 29.2005, 3, p. 389-421
|
| Publisher: |
Elsevier |