A barrier option framework for corporate security valuation

Journal of Financial Economics

Volumn 67, Issue 3, 2003, Pages 511-529

  Brockman, Paul ^a   Turtle, H J ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Bankruptcy prediction; Barrier option; Security valuation

Indexed keywords

EID: 0037319532     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00260-X     Document Type: Article

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