Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
| Year of publication: |
2008
|
|---|---|
| Authors: | Ostaszewski, Adam ; Gietzmann, Miles |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 31.2008, 1, p. 1-27
|
| Publisher: |
Springer |
| Subject: | Corporate disclosure | Put option | Optimal strike price | Risk-management | Omega function |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701201