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Showing 1 to 1 of 1 for “"Corporate Liabilities"”.
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A Stochastic Delay Model for Pricing Corporate Liabilities
… differential equation (RPDE) satisfied by any corporate claim whose value is a function of firm value and time. Under specific final and boundary conditions, we solve the RPDE for the debt value and loan guarantees within a single period and homogeneous class of debt. We then analyze the risk …