Capital Structure Arbitrage under a Risk-Neutral Calibration
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Published:2017-01-19
Issue:1
Volume:10
Page:3
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ISSN:1911-8074
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Container-title:Journal of Risk and Financial Management
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language:en
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Short-container-title:JRFM
Reference32 articles.
1. ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
2. How Profitable Is Capital Structure Arbitrage?
3. Capital Structure Arbitrage: Model Choice and Volatility Calibration;Bajlum,2008
4. http://papers.tinbergen.nl/14137.pdf
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