Open AccessA “naive” barrier option model to predict final distress
Author(s) -
Gastón Silverio Milanesi
Publication year - 2016
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2016v6n2/milanesi
Subject(s) - bankruptcy , leverage (statistics) , actuarial science , economics , capital structure , econometrics , volatility (finance) , downside risk , financial distress , financial economics , finance , mathematics , statistics , debt , financial system , portfolio