Equity as a call option on assets

DOI10.1016/0165-1765(94)00612-6MaRDI QIDQ672929zbMATH OpenOpenAlexFDO

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

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

zbMATH Keywords

Deposit insuranceEquity-call modelG12Option value

Mathematics Subject Classification ID

Recommendations

• Scientific article; zbMATH DE number 1909068
• Stochastic equity volatility related to the leverage effect. II: Valuation of European equity options and warrants
• Financial jeopardy
• scientific article; zbMATH DE number 912566
• A two-stage call-put-pricing framework for a ``bad bank solution and bank profitability

Cites work

• The pricing of options and corporate liabilities

Cited in

(3)

• Financial jeopardy
• 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

This page was built for publication: Equity as a call option on assets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672929)