Article1977

The Valuation of Corporate Liabilities as Compound Options

830 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Stochastic processes and financial applications Corporate Finance and Governance Financial Reporting and Valuation Research

Abstract

Robert Geske, The Valuation of Corporate Liabilities as Compound Options, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 4, Proceedings of the 1977 Western Finance Association Meeting (Nov., 1977), pp. 541-552

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2005Theory of rational option pricing 1973An Intertemporal Capital Asset Pricing Model 1976The valuation of options for alternative stochastic processes 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 1976The Valuation of Uncertain Income Streams and the Pricing of Options

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