Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
Year of publication: |
2008
|
---|---|
Authors: | Ostaszewski, Adam ; Gietzmann, Miles |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 31.2008, 1, p. 1-27
|
Publisher: |
Springer |
Subject: | Corporate disclosure | Put option | Optimal strike price | Risk-management | Omega function |
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