Dionne, Georges; Laajimi, Sadok; Mejri, Sofiane; … - Centre Interuniversitaire sur le Risque, les Politiques … - 2006
In this paper, we investigate the hybrid contingent claim approach with publicly traded Canadian companies listed on the Toronto Stock Exchange. Our goal is to assess how combining their continuous valuation by the market with the value given in their financial statements improves our ability to...