Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Methods of Loan Guarantee Valuation and Accounting

16 references·2 citing·24 second hop

FromToDepth

this work references cited by second hop

References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
2005Theory of rational option pricing7,161 cited
1976Option pricing when underlying stock returns are discontinuous5,965 cited
1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
1976The valuation of options for alternative stochastic processes2,935 cited
1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
1990Options, Futures, and Other Derivative Securities.1,227 cited
1979The valuation of compound options1,107 cited
1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
1983Displaced Diffusion Option Pricing247 cited
1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
1992On the Management of Financial Guarantees192 cited
1990The Financial System and Economic Performance125 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1987Alternative forms of deposit insurance119 cited

Cited by

1999Managing Government Exposure to Private Infrastructure Risks32 cited
1997Managing Guarantee Programs in Support of Infrastructure Investment32 cited