scientific article; zbMATH DE number 912566

MaRDI QIDQ4887225zbMATH OpenFDO

Authors Michel Crouhy, Dan Galai, Alain Bensoussan

Publication date 19 January 1997

zbMATH Keywords

Black-Scholes modelequity volatility

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic growth models (91B62)

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• Stochastic equity volatility and the capital structure of the firm
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