Concerning the seizure of collateral in collateralized loan markets
Year of publication: |
September 2018
|
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Authors: | Menezes, Adriano Campos ; Orrillo, Jaime |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 13.2018, 2, p. 1-9
|
Subject: | Put options | incomplete markets | default | collateral | Kreditsicherung | Collateral | Unvollkommener Markt | Incomplete market | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory |
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