A structural model of debt pricing with creditor-determined liquidation

Author:

Bruche Max,Naqvi Hassan

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference24 articles.

1. Design and valuation of debt contracts;Anderson;Review of Financial Studies,1996

2. Optimal debt and equity values in the presence of chapter 7 and chapter 11;Broadie;Journal of Finance,2007

3. Optimal security design and dynamic capital structure in a continuous-time agency model;DeMarzo;Journal of Finance,2006

4. The art of smooth pasting;Dixit,1993

5. Valuation of defaultable bonds and debt restructuring;Dumitrescu;Journal of Corporate Finance,2007

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1. Secured and unsecured debt in creditor-friendly bankruptcy;Journal of Corporate Finance;2023-06

2. FINANCING AND INVESTMENT STRATEGIES UNDER CREDITOR-MAXIMIZED LIQUIDATION;International Journal of Theoretical and Applied Finance;2021-04-29

3. Debt Valuation: An Alternative Method to Avoid Future Default;Debt in Times of Crisis;2021

4. The use of equity financing in debt renegotiation;Journal of Economic Dynamics and Control;2018-01

5. Dynamic Games in Finance;Handbook of Dynamic Game Theory;2018

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