Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
| Year of publication: |
2005
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|---|---|
| Authors: | Hanke, Michael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 29.2005, 3, p. 389-422
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