Capital Structure Arbitrage: Model Choice and Volatility Calibration

Claus Bajlum, Peter Tind Larsen

Research output: Working paper › Research

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@techreport{a80fb430cb3c11dc84bd000ea68e967b,

title = "Capital Structure Arbitrage: Model Choice and Volatility Calibration",

author = "Claus Bajlum and {Tind Larsen}, Peter",

year = "2007",

language = "English",

publisher = "Aarhus Universitetsforlag",

address = "Denmark",

type = "WorkingPaper",

institution = "Aarhus Universitetsforlag",

}