THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK
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Publication:5386313
DOI10.1142/S0219024906004025zbMath1134.91476OpenAlexW3121933167MaRDI QIDQ5386313
Michael Verhofen, Manuel Ammann
Publication date: 14 May 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024906004025
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
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