Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt (Q953752)
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scientific article; zbMATH DE number 5362866
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| English | Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt |
scientific article; zbMATH DE number 5362866 |
Statements
Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt (English)
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6 November 2008
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structural credit risk model
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firm-value-based option pricing
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0.7447614073753357
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0.7275052666664124
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0.7218597531318665
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