Work

Valuing Corporate Liabilities When the Default Threshold is Not an Absorbing Barrier

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.314404

Author: Franck Moraux

Institutions: Centre de Recherche en Économie et Management, Université Rennes 1

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2458292

Cites: 22

Cited by: 51

Related to: 10