Leverage, options liabilities, and corporate bond pricing
From MaRDI portal
Publication:1029234
DOI10.1007/s11147-008-9028-8zbMath1165.91402MaRDI QIDQ1029234
Hongming Huang, Yildiray Yildirim
Publication date: 10 July 2009
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-008-9028-8
Related Items
Cites Work
- Stochastic calculus for finance. II: Continuous-time models.
- A Theory of the Term Structure of Interest Rates
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- An equilibrium characterization of the term structure
- Option pricing when underlying stock returns are discontinuous