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1
Equity as a call option on assets : some tests for failed banks
Diba, Behzad
- In:
Economics letters
48
(
1995
)
3
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001184779
Saved in:
2
Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
Chichilnisky, Graciela
- In:
Economics letters
48
(
1995
)
3
,
pp. 379-388
Persistent link: https://www.econbiz.de/10001184781
Saved in:
3
Irreversible investment under uncertainty and the threat of bankruptcy
Vercammen, James Alfred
- In:
Economics letters
66
(
2000
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10001448973
Saved in:
4
Modelling the dependency between currency and debt crises : an option based approach
Maltritz, Dominik
- In:
Economics letters
100
(
2008
)
3
,
pp. 344-347
Persistent link: https://www.econbiz.de/10003768771
Saved in:
5
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
6
Dividend policy relevance in a levered firm : the binomial case
Galai, Dan
;
Wiener, Zvi
- In:
Economics letters
172
(
2018
),
pp. 78-80
Persistent link: https://www.econbiz.de/10012021955
Saved in:
7
Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to risk
Braouezec, Yann
;
Joliet, Robert
- In:
Economics letters
178
(
2019
),
pp. 111-115
Persistent link: https://www.econbiz.de/10012121654
Saved in:
8
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
9
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
10
Volatility can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
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