Callable contingent capital : valuation and default risk
Year of publication: |
January 2018
|
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Authors: | Tian, Weidong |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 1, p. 112-130
|
Subject: | callable contingent capital | endogenous default | equilibrium | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
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