Individual stock-option prices and credit spreads
Year of publication: |
2008
|
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Authors: | Cremers, Martijn ; Driessen, Joost ; Maenhout, Pascal J. ; Weinbaum, David |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2706-2715
|
Subject: | Zinsstruktur | Yield curve | Aktienoption | Stock option | Volatilität | Volatility | Unternehmensanleihe | Corporate bond | USA | United States |
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