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The Valuation of Corporate Liabilities as Compound Options

Robert Geske
Journal of Financial and Quantitative Analysis 1977 12(4), 541
Robert Geske, The Valuation of Corporate Liabilities as Compound Options, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 4, Proceedings of the 1977 Western Finance Association Meeting (Nov., 1977), pp. 541-552