Callable risky perpetual debt with protection period

DOI10.1016/J.EJOR.2010.04.017zbMath1205.91165OpenAlexW3122099226MaRDI QIDQ992618

Svein-Arne Persson, Aksel Mjøs

Publication date: 9 September 2010

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/298209

zbMATH Keywords

embedded optionsbarrier optionscallable perpetual debtoptimal bankruptcy

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Related Items (1)

A simple model of deferred callability in defaultable debt

Cites Work

• A simple model of deferred callability in defaultable debt
• Unnamed Item

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