RISKY DEBT, JUMP-PROCESSES, AND SAFETY COVENANTS

被引：13

作者：

MASON, SP ^{[1
]}

BHATTACHARYA, S ^{[1
]}

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1981年 / 9卷 / 03期

关键词：

D O I：

10.1016/0304-405X(81)90030-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：281 / 307

页数：27

共 21 条

[1] VALUING CORPORATE SECURITIES - SOME EFFECTS OF BOND INDENTURE PROVISIONS [J].

BLACK, F ;

COX, JC .

JOURNAL OF FINANCE, 1976, 31 (02) :351-367

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J].

COX, JC ;

ROSS, SA .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :145-166

[4] SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY [J].

COX, JC ;

ROSS, SA .

JOURNAL OF FINANCE, 1976, 31 (02) :383-402

[5]

COX JC, 1975, GENERAL STRUCTURE CO

[6]

CRAMER H, 1954, U CALIFORNIA PUBL ST, V2, P99

[7]

CRAMER H, 1955, COLLECTIVE RISK THEO, P5

[8]

FELLER W, 1966, SIAM J APPLIED MATH

[9] OPTION PRICING MODEL AND RISK FACTOR OF STOCK [J].

GALAI, D ;

MASULIS, RW .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :53-81

[10] CONTINGENT-CLAIMS VALUATION OF CONVERTIBLE SECURITIES [J].

INGERSOLL, JE .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (03) :289-322

← 1 2 3 →