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The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer
Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2004
Persistent link: https://www.econbiz.de/10002408336
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Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2005
Persistent link: https://www.econbiz.de/10003218864
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The contingent claims approach to corporate vulnerability analysis: estimating default risk and economywide risk transfer
Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - In: Corporate restructuring : lessons from experience ; …, (pp. 261-300). 2005
Persistent link: https://www.econbiz.de/10002861161