Work

A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings

Year: 2007

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.1017/s0022109000003288

Authors: Mark Broadie, Özgür Kaya

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2027926558

FWCI: 8.28

Cites: 27

Cited by: 58

Related to: 10