A framework for valuing corporate securities
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- Ericsson, Jan & Reneby, Joel, 1995. "A Framework for Valuing Corporate Securities," SSE/EFI Working Paper Series in Economics and Finance 89, Stockholm School of Economics, revised 03 Dec 1998.
References listed on IDEAS
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More about this item
KeywordsOption Pricing; Barrier Options; Corporate Debt; Credit Risk;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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