Work

Default Risk and Option Returns

Year: 2023

Type: article

Source: Management Science

DOI: 10.1287/mnsc.2023.4796

Authors: Aurelio Vasquez, Xiao Xiao

Institutions: Instituto Tecnológico Autónomo de México, City, University of London, City St George's, University of London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4384825545

FWCI: 6.428

Cites: 48

Cited by: 47

Related to: 10