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

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+Risk-neutral valuation. Pricing and hedging of financial derivatives.
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+The Pricing of Options and Corporate Liabilities
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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
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+Q2743132
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+Q4905685
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+VALUING CORPORATE DEBT : THE EFFECT OF CROSS-HOLDINGS OF STOCK AND DEBT
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+Ein Fixpunktsatz
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+Publication:5411395