A binomial lattice method for pricing corporate debt and modeling chapter 11 proceedings

Journal of Financial and Quantitative Analysis

Volumn 42, Issue 2, 2007, Pages 279-312

  Broadie, Mark ^a   Kaya, Özgür ^b  

^a Howard Hughes Medical Institute   (United States)

^b LEHMAN BROTHERS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248210235     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003288     Document Type: Review

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