Leverage, options liabilities, and corporate bond pricing

DOI10.1007/S11147-008-9028-8zbMath1165.91402OpenAlexW1981978604MaRDI QIDQ1029234

Hongming Huang, Yildiray Yildirim

Publication date: 10 July 2009

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-008-9028-8

Mathematics Subject Classification ID

Related Items (1)

Does modeling framework matter? A comparative study of structural and reduced-form models

Cites Work

• Stochastic calculus for finance. II: Continuous-time models.
• A Theory of the Term Structure of Interest Rates
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• An equilibrium characterization of the term structure
• Option pricing when underlying stock returns are discontinuous

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