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*; ABDC_2019: A*; ABS_2018: 3; ABS_2021: 3; ISI_2016: 1; ISI_2016_5year: 1.339; ISI_2018: 1.502; VHB_3: A)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Institute for Financial Services
- Chair in Finance