Equity and debt valuation with default risk: a discrete structural model
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Arianna Agosto & Enrico Moretto, 2010. "Applying default probabilities in an exponential barrier structural model," Economics and Quantitative Methods qf1005, Department of Economics, University of Insubria.
- Andrea Gheno, 2007.
"Corporate valuations and the Merton model,"
Applied Financial Economics Letters,
Taylor and Francis Journals, vol. 3(1), pages 47-50, January.
- Andrea Gheno, 2005. "Corporate valuations and the merton model," Departmental Working Papers of Economics - University 'Roma Tre' 0055, Department of Economics - University Roma Tre.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apfiec:v:15:y:2005:i:12:p:875-881. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/RAFE20 .
We have no references for this item. You can help adding them by using this form .