A framework for valuing corporate securities
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Cites work
- Changes of numéraire, changes of probability measure and option pricing
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 1869269 (Why is no real title available?)
- MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
- The pricing of options and corporate liabilities
Cited in
(16)- A note on the valuation of risky corporate bonds
- PDE methods for pricing barrier options
- To expand and to abandon: real options under asset variance risk premium
- Evaluating corporate bonds with complicated liability structures and bond provisions
- Dynamic optimal capital structure with regime switching
- A structural framework for the pricing of corporate securities. Economic and empirical issues.
- Market value of 10-K readability and corporate cash holdings
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
- The valuation of corporations: a derivative pricing perspective
- Estimating the structural credit risk model when equity prices are contaminated by trading noises
- A dynamic program for valuing corporate securities
- Alternative Security Valuation Model: Theory and Empirical Results
- Corporate valuation, capital structure and risk management: a stochastic DCF approach.
- On buybacks, dilutions, dividends, and the pricing of stock‐based claims
- A two-factor structural model for valuing corporate securities
- Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
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