The role of asset payouts in the estimation of default barriers
Year of publication: |
2022
|
---|---|
Authors: | Bougias, Alexandros ; Episcopos, Athanasios ; Leledakis, George N. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 81.2022, p. 1-15
|
Subject: | Asset payouts | Barrier option | Contingent claims | Default barrier | Issuer credit ratings | Optionspreistheorie | Option pricing theory | Kreditwürdigkeit | Credit rating | Optionsgeschäft | Option trading | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Black-Scholes-Modell | Black-Scholes model |
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