Option bounds in discrete time and the pricing of corporate debt
Year of publication: |
1987
|
---|---|
Authors: | Perrakis, Stylianos |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 2.1987, p. 179-207
|
Subject: | Derivat | Derivative | Fremdkapital | Debt financing | Mathematische Optimierung | Mathematical programming | Arbitrage | Theorie | Theory |
-
Jurgeit, Ludwig, (1989)
-
Debt and warrants : agency problems and mechanism design
Chiesa, Gabriella, (1992)
-
Risks in derivatives markets : implications for the insurance industry
Hentschel, Ludger, (1997)
- More ...
-
Option Pricing and Replication with Transaction Costs and Dividends
Perrakis, Stylianos, (1999)
-
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry
Perrakis, Stylianos, (2002)
-
Are Options on Index Futures Profitable for Risk Averse Investors? : Empirical Evidence
Constantinides, George M., (2008)
- More ...