Equity as a call option on assets

DOI10.1016/0165-1765(94)00612-6zbMath0900.90016OpenAlexW2094860675MaRDI QIDQ672929

Marius Schwartz, Chia-Hsiang Guo, Behzad T. Diba

Publication date: 28 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00612-6

zbMATH Keywords

Deposit insuranceEquity-call modelG12Option value

Mathematics Subject Classification ID

Cites Work

• The Pricing of Options and Corporate Liabilities

This page was built for publication: Equity as a call option on assets