CONTINGENT-CLAIMS VALUATION OF CONVERTIBLE SECURITIES

被引：226

作者：

INGERSOLL, JE ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1977年 / 4卷 / 03期

关键词：

D O I：

10.1016/0304-405X(77)90004-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：289 / 322

页数：34

共 50 条

[31] Valuation of contingent claims with mortality and interest rate risks
Jalen, Luka
Mamon, Rogemar
MATHEMATICAL AND COMPUTER MODELLING, 2009, 49 (9-10) : 1893 - 1904
[32] An Empirical Test of a Contingent Claims Lease Valuation Model
Stanton, Richard
Wallace, Nancy
JOURNAL OF REAL ESTATE RESEARCH, 2009, 31 (01) : 1 - 26
[33] The valuation of contingent claims using alternative numerical methods
Chang, Chuang-Chang
Lin, Jun-Biao
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2010, 20 (05): : 490 - 508
[34] The valuation of contingent convertible catastrophe debt under simple solvency and liquidity covenants
Georgiopoulos, Nick
JOURNAL OF RISK, 2016, 18 (06): : 107 - 148
[35] VALUING COMMERCIAL MORTGAGES - AN EMPIRICAL-INVESTIGATION OF THE CONTINGENT-CLAIMS APPROACH TO PRICING RISKY DEBT
TITMAN, S
TOROUS, W
JOURNAL OF FINANCE, 1989, 44 (02): : 345 - 373
[36] Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach
Lindgren, Jussi
ENTROPY, 2020, 22 (11) : 1 - 8
[37] The valuation of multivariate contingent claims under transformed trinomial approaches
Chang C.-C.
Lin J.-B.
Review of Quantitative Finance and Accounting, 2010, 34 (1) : 23 - 36
[38] THE VALUATION OF MULTIVARIATE CONTINGENT CLAIMS IN DISCRETE-TIME MODELS
STAPLETON, RC
SUBRAHMANYAM, MG
JOURNAL OF FINANCE, 1984, 39 (01): : 207 - 228
[39] Universal contingent claims and valuation multiplicative measures with examples and applications
Kholodnyi, Valery A.
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2008, 69 (03) : 880 - 890
[40] Private Valuation of Contingent Claims in a Discrete Time/State Model
King, Alan J.
Streltchenko, Olga
Yesha, Yelena
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 691 - +

← 1 2 3 4 5 →