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Pricing Options on Leveraged Equity with Default Risk and Exponentially Increasing, Finite Maturity Debt

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Reference

Hanke, M. (2005). Pricing Options on Leveraged Equity with Default Risk and Exponentially Increasing, Finite Maturity Debt. Journal of Economic Dynamics and Control, 29(3), 389-421. (ABDC_2016: A*; ABS: 3; ISI: 1.339; ISI: 1; VHB_3: A)

Publication type

Journal Article

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance