Equity as a call option on assets

DOI10.1016/0165-1765(94)00612-6zbMATH Open0900.90016OpenAlexW2094860675MaRDI QIDQ672929FDOQ672929

Authors: Chia-Hsiang Guo, Marius Schwartz, Behzad T. Diba 

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00612-6

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zbMATH Keywords

Deposit insuranceEquity-call modelG12Option value

Mathematics Subject Classification ID

Cites Work

• The pricing of options and corporate liabilities

Cited In (3)

• How much equity capital did the Tokyo stock exchange really raise?
• A two-stage call-put-pricing framework for a ``bad bank solution and bank profitability
• Financial jeopardy

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