Pricing risky debts under a Markov-modudated Merton model with completely random measures
John W. Lau; Tak Kuen Siu
| Year of publication: |
2008
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|---|---|
| Authors: | Lau, John W. ; Siu, Tak Kuen |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 31.2008, 3, p. 255-288
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| Subject: | Verbindlichkeiten | Corporate debt | Optionspreistheorie | Option pricing theory | Fremdkapital | Debt financing | Risiko | Risk | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003691910