Contingent Claims Valuation of Corporate Liabilities: Theory and Empirical Tests
Published Date
Copyright 1985
ISBN 0226264114
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Copy CitationCorporate Capital Structures in the United States (University of Chicago Press, 1985), chap. 6, https://www.nber.org/books-and-chapters/corporate-capital-structures-united-states/contingent-claims-valuation-corporate-liabilities-theory-and-empirical-tests.
Published From Paper
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Working Paper
Although the Contingent Claims Analysis model has become the premier theory of how value is allocated among claimants...
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