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A barrier option framework for corporate security valuation

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Author Info
Brockman, Paul
Turtle, H. J.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-47MK9H5-1/2/4faa40aa7a06b3127413eb48743f6466
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 67 (2003)
Issue (Month): 3 (March)
Pages: 511-529
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Handle: RePEc:eee:jfinec:v:67:y:2003:i:3:p:511-529

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Marco Realdon, 2006. "Book Values and Market Values of Equity and Debt," Discussion Papers 06/11, Department of Economics, University of York. [Downloadable!]
  2. Kanak Patel & Prodromos Vlamis, 2006. "An Empirical Estimation of Default Risk of the UK Real Estate Companies," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 21-40, February. [Downloadable!] (restricted)
  3. Fulop, Andras, 2006. "Feedback Effects of Rating Downgrades," ESSEC Working Papers DR 06016, ESSEC Research Center, ESSEC Business School. [Downloadable!]
  4. Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006. "Estimation of the Default Risk of Publicly Traded Canadian Companies," Cahiers de recherche 0613, CIRPEE. [Downloadable!]
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  5. Maria Carmen Badia Batlle & M. Mercedes Galisteo Rodriguez & M. Teresa Preixens Benedicto, 2006. "Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol," Working Papers in Economics 156, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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This page was last updated on 2009-12-3.

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