A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets
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Publication:4991036
DOI10.1080/14697688.2019.1683220zbMath1466.91370OpenAlexW2985042317WikidataQ126806555 ScholiaQ126806555MaRDI QIDQ4991036
Lyudmila Korobenko, A. Deniz Sezer, Juan Dong
Publication date: 2 June 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2019.1683220
Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10) Credit risk (91G40)
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