The Valuation of Corporate Liabilities as Compound Options: A Correction

Robert Geske and H. E. Johnson

Journal of Financial and Quantitative Analysis, 1984, vol. 19, issue 2, 231-232

Abstract: Geske derived in [1] expressions for the values of junior and senior debt and equity. In this paper, some confusion about these expressions is cleared up, and an error is corrected. We use the same notation as in [1].

Date: 1984
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