Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference17 articles.
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4. Brennan , M. E. Schwartz 1978 Finite difference methods and jump processes arising in the pricing of contingent claims: A synthesis. Journal of Financial and Quantitative Analysis, September: 461-474
5. Option pricing: A simplified approach;Cox;Journal of Financial Economics,1979
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