مرکز منطقه ای اطلاع رساني علوم و فناوري - Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach

Title of article :

Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach

Author/Authors :

Erik Norland، نويسنده , , D. Sykes Wilford، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

225

To page :

239

Keywords :

Leverage , Liquidity , Time horizon , Monte-Carlo , Volatility

Journal title :

Review of Financial Economics

Serial Year :

2002

Journal title :

Review of Financial Economics

Record number :

231248

Link To Document :