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 |
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