NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP (Q5411395): Difference between revisions

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+.0768
@@ Property / arXiv ID: 1005.0768 / rank @@
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+Risk-neutral valuation. Pricing and hedging of financial derivatives.
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Who controls Allianz? Measuring the separation of dividend and control rights under cross-ownership among firms
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+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
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+Q2743132
@@ Property / cites work: Q2743132 / rank @@
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+VALUING CORPORATE DEBT : THE EFFECT OF CROSS-HOLDINGS OF STOCK AND DEBT
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+Ein Fixpunktsatz
@@ Property / cites work: Ein Fixpunktsatz / rank @@
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