A barrier option framework for corporate security valuation

By P. Brockman, H. Turtle. 2003

275 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/9c22bdad23923f6db08c584432bca175b65b0f0f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Allen N. Berger
2. Christa H. S. Bouwman
3. A. Mello
4. Ming Xu
5. Chu Zhang
6. Karan Bhanot
7. Anjan V. Thakor
8. Gregory F. Udell

In Strategy and Management

1. Christa H. S. Bouwman
2. A. Mello
3. Allen N. Berger
4. Ming Xu
5. Chu Zhang
6. Karan Bhanot

Citations in the corpus

• Should corporate debt include a rating trigger (2006, background): “…the ‘‘structural approach,’’ is applied in Geske (1977), Smith and Warner (1979), Hull and White (1992), Abken (1993), Das and Tufano (1996), Leland (1994), Leland and Toft (1996), Bryis and DeVarenne (1997), Zhou (2001), Acharya and Carpenter (2002), and Brockman and Turtle (2003), among others.”
• Financial distress and corporate risk management: Theory and evidence (2008, unknown): “Brockman and Turtle (2003) provide some empirical evidence in support of equity’s valuation as a path-dependent option.”
• Bank Liquidity Creation (2009, background): “, Brockman and Turtle (2003); Acharya, Bharath, and Srinivasan (2007); John, Litov, and Yeung (2008); and Kadan and Swinkels (2008).”
• Bankruptcy prediction: the case of Japanese listed companies (2009, background): “Brockman and Turtle (2003), Leland (2004), and Charitou and Trigeorgis (2004) deviate from the standard option pricing model by incorporating some more realistic assumptions about default and bankruptcy.”