Optimal capital structure with an equity-for-guarantee swap

DOI10.1016/J.ECONLET.2012.11.023zbMath1268.91172OpenAlexW3121213377MaRDI QIDQ356603

Zhaojun Yang, Hai Zhang

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.11.023

zbMATH Keywords

capital structureequity-for-guarantee swapguarantee cost

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (4)

Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk ⋮ Investment and financing for SMEs with a partial guarantee and jump risk ⋮ Investment and financing for SMEs with bank-tax-guarantee ⋮ Investment, consumption smoothing with credit guarantee and adverse selection

Cites Work

• Unnamed Item
• VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS
• Option pricing when underlying stock returns are discontinuous

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