Ericsson, Jan (contributor); Reneby, Joel (contributor) - 2001 - [Elektronische Ressource], First version: February 2001, Rev. January 7, 2003
contingent claims models, as they are based on the premise that a
firm’s securities can be viewed as ”contingent claims” on the … combining (i) simple closed form solutions for the
value of the firm’s securities, which is crucial for our estimation procedure …
firm’s assets. The prices of the firm’s securities depend on the share of the
firm value that each security holder is …