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There are 62971 results for: content related to: Investment Reversibility and Agency Cost of Debt

  1. Asset Substitution and Debt Renegotiation

    Journal of Business Finance & Accounting

    Volume 38, Issue 7-8, September/October 2011, Pages: 915–944, Christian Riis Flor

    Version of Record online : 4 SEP 2011, DOI: 10.1111/j.1468-5957.2011.02253.x

  2. THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS

    Mathematical Finance

    Volume 21, Issue 2, April 2011, Pages: 335–354, O. E. Göttsche and M. H. Vellekoop

    Version of Record online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00427.x

  3. Over-the-Counter Markets

    Econometrica

    Volume 73, Issue 6, November 2005, Pages: 1815–1847, Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen

    Version of Record online : 11 OCT 2005, DOI: 10.1111/j.1468-0262.2005.00639.x

  4. A Two Factor Model for Water Prices and Its Implications for Evaluating Real Options and Other Water Price Derivatives

    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

    Volume 62, Issue 1, March 2014, Pages: 23–45, Chi H. Truong

    Version of Record online : 19 SEP 2013, DOI: 10.1111/cjag.12018

  5. Currency Futures Options

    Options on Foreign Exchange, Third Edition

    David F. DeRosa, Pages: 159–181, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266953.ch7

  6. Example in Finance

    Introduction to Stochastic Analysis

    Vigirdas Mackevičius, Pages: 195–215, 2013

    Published Online : 23 APR 2013, DOI: 10.1002/9781118603338.ch12

  7. The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure

    Journal of Risk and Insurance

    Volume 80, Issue 2, June 2013, Pages: 273–308, Hato Schmeiser and Joël Wagner

    Version of Record online : 3 JUN 2012, DOI: 10.1111/j.1539-6975.2012.01474.x

  8. PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES

    Mathematical Finance

    Volume 24, Issue 3, July 2014, Pages: 533–566, Vicky Henderson, Jia Sun and A. Elizabeth Whalley

    Version of Record online : 2 NOV 2012, DOI: 10.1111/mafi.12008

  9. CORPORATE CAPITAL STRUCTURE AND HOW SOFT BUDGET CONSTRAINTS MAY AFFECT IT

    Journal of Economic Surveys

    Volume 22, Issue 4, September 2008, Pages: 648–684, Marian Rizov

    Version of Record online : 15 APR 2008, DOI: 10.1111/j.1467-6419.2007.00545.x

  10. The Black Scholes Model

    Option Theory

    Peter James, Pages: 51–61, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470013273.ch5

  11. OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 775–793, Min Dai and Zuo Quan Xu

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00449.x

  12. Valuation of the Firm's Liabilities When Equity Holders Are Also Creditors

    Journal of Business Finance & Accounting

    Volume 34, Issue 5-6, June/July 2007, Pages: 950–975, Marco Realdon

    Version of Record online : 15 JUN 2007, DOI: 10.1111/j.1468-5957.2007.02013.x

  13. A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY

    Mathematical Finance

    Volume 21, Issue 2, April 2011, Pages: 233–256, Song-Ping Zhu and Guang-Hua Lian

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00436.x

  14. MANAGING THE CLIMATE RENT: HOW CAN REGULATORS IMPLEMENT INTERTEMPORALLY EFFICIENT MITIGATION POLICIES?

    Natural Resource Modeling

    Volume 27, Issue 1, February 2014, Pages: 25–60, MATTHIAS KALKUHL and OTTMAR EDENHOFER

    Version of Record online : 10 JUL 2013, DOI: 10.1111/nrm.12018

  15. Option Pricing Using the Martingale Approach with Polynomial Interpolation

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 469–491, Ming-Chieh Wang, Li-Jhang Huang and Szu-Lang Liao

    Version of Record online : 14 MAY 2012, DOI: 10.1002/fut.21557

  16. RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT

    Mathematical Finance

    Volume 24, Issue 1, January 2014, Pages: 66–96, Jean-Paul Décamps and Stéphane Villeneuve

    Version of Record online : 19 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00532.x

  17. THE COSTATE VARIABLE IN NATURAL RESOURCE OPTIMAL CONTROL PROBLEMS

    Natural Resource Modeling

    Volume 12, Issue 4, December 1999, Pages: 413–426, KENNETH S. LYON

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1939-7445.1999.tb00020.x

  18. PRICING ASIAN OPTIONS FOR JUMP DIFFUSION

    Mathematical Finance

    Volume 21, Issue 1, January 2011, Pages: 117–143, Erhan Bayraktar and Hao Xing

    Version of Record online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00426.x

  19. Futures and Forwards

    Financial Derivative and Energy Market Valuation: Theory and Implementation in Matlab®

    Michael Mastro, Pages: 245–294, 2013

    Published Online : 26 FEB 2013, DOI: 10.1002/9781118501788.ch8

  20. Liquidity in Asset Markets With Search Frictions

    Econometrica

    Volume 77, Issue 2, March 2009, Pages: 403–426, Ricardo Lagos and Guillaume Rocheteau

    Version of Record online : 5 MAR 2009, DOI: 10.3982/ECTA7250