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_2022: A*; ABS_2021: 3; VHB_3: A)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Institute for Financial Services
- Chair in Finance