The effect of stochastic interest rates on a firm's capital structure under a generalized model
Year of publication: |
November 2015
|
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Authors: | Chang, Chuang-chang ; Lin, Jun-Biao ; Yang, Chun-Chieh |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 45.2015, 4, p. 695-719
|
Subject: | Bivariate binomial tree | Economy with stochastic interest rates | Capital structure | Stochastischer Prozess | Stochastic process | Kapitalstruktur | Zins | Interest rate | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory |
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