Evaluating corporate bonds with complicated liability structures and bond provisions

DOI10.1016/j.ejor.2014.02.024zbMath1304.91234OpenAlexW1977487688MaRDI QIDQ2254005

Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu

Publication date: 4 February 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.02.024

zbMATH Keywords

defaultcredit riskpricingstructural model

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

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Cites Work

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