A Down-and-Out Exchange Option Model with Jumps to Evaluate Firms' Default Probabilities in Brazil
Year of publication: |
[2016]
|
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Authors: | Barbedo, Claudio Henrique |
Other Persons: | Lemgruber, Eduardo Facó (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 14, 2008 erstellt Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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