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

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: A*; ABS: 3; ISI: 1.339; VHB: A)

Publication type

Refereed Journal Article

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance