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A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings
16 references·2 citing·29 second hop
A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings (2007)A Binomial Lattice Method for Pricing Cor…Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 (2007)Optimal Debt and Equity Value…Capital Structure and Asset Prices: Some Effects of Bankruptcy Procedures (2004)Capital Structure and Asset P…Debt Valuation, Renegotiation, and Optimal Dividend Policy (2000)Debt Valuation, Renegotiation…Strategic analysis of contingent claims (1996)Strategic analysis of conting…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Design and Valuation of Debt Contracts (1996)Design and Valuation of Debt …American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods (1996)American Option Valuation: Ne…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyCorporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Some Empirical Estimates of the Risk Structure of Interest Rates (1989)Some Empirical Estimates of t…Option pricing: A simplified approach (1979)Option pricing: A simplified …Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure (1978)Corporate Income Taxes, Valua…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code (2014)Liquidation risk in the prese…MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (2011)MANAGING CORPORATE LIQUIDITY:…The Pricing of Options and Corporate Liabilities (1973)Efficient Analytic Approximation of American Option Values (1987)Randomization and the American Put (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2001)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)Theory of Rational Option Pricing (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The theory and practice of corporate finance: evidence from the field (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Determinants of corporate borrowing (1977)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Theory of rational option pricing (2005)Corporate financing and investment decisions when firms have information that investors do not have (1984)The cost of capital, corporation finance and the theory of investment (2008)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Capital markets research in accounting (2001)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1996Design and Valuation of Debt Contracts591 cited
  • 1996American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods547 cited
  • 1978Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure453 cited
  • 2000Debt Valuation, Renegotiation, and Optimal Dividend Policy417 cited
  • 1989Some Empirical Estimates of the Risk Structure of Interest Rates258 cited
  • 2004Capital Structure and Asset Prices: Some Effects of Bankruptcy Procedures218 cited
  • 2007Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11

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194 cited
  • 1996Strategic analysis of contingent claims110 cited
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    • 2011MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS29 cited
    • 2014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code21 cited