Documents Black Scholes

EXOTIC DERIVATIVES AND RISK - Theory, Extensions and Applications © World Scientific Publishing Co. Pte. Ltd. http://www.worldscibooks.com/economics/6798.html October 23,…

Documents demarzo sannikov

Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model PETER M. DEMARZO AND YULIY SANNIKOV* Abstract We derive the optimal dynamic contract…