A new perspective on infrastructure financing in Asia

Pacific Basin Finance Journal

Volumn 10, Issue 3, 2002, Pages 227-242

  Chen, Andrew H ^a  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

Contingent value rights; Event risk; Financial innovation; Infrastructure financing

Indexed keywords

EID: 0036114222     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(02)00045-8     Document Type: Article

References (17)

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4. Finite difference methods and jump processes arising in the pricing of contingent claims: A synthesis
5. Derivative and bank regulation
6. Puttable stock: A new innovation in equity financing
7. Uncommon equity
8. Pricing contingent value rights: Theory and practice
9. The valuation of options for alternative stochastic processes
10. A contingent claims valuation of convertible securities
11. Good intentions and unintended evil: The case against selective credit allocation
12. Risky debt, jump processes, and safety covenants
13. A rational theory of option pricing
14. Option pricing when underlying stock returns are discontinuous
15. The financial system and economic performance
16. Financial innovation: The last twenty years and the next