PRICING DEFAULT RISK WITH PARISIAN OPTIONS: EMPIRICAL EVIDENCE FROM HIGH GROWTH COMPANIES
Year of publication: |
2009
|
---|---|
Authors: | CLARK, EPHRAIM ; BACCAR, SÉLIMA |
Published in: |
Annals of Financial Economics (AFE). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-4960. - Vol. 05.2009, 01, p. 0950001-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Firm valuation | default and liquidation risk | bankruptcy procedures | Parisian options | Monte Carlo simulation |
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