Tim Kutzker

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

84

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

The Optimal Capital Structure under Risks of Illiquidity and Over-indebtedness in a Double Barrier Option Framework

Number of pages: 33 Posted: 30 Jan 2017 Last Revised: 09 Jul 2020
Tim Kutzker and Maximilian Schreiter
University of Cologne and Handelshochschule Leipzig (HHL)
Downloads 84 (331,102)

Abstract:

Loading...

Dynamic models, Structural estimation, First hitting time, Second hitting time, Default Risk, Optimal Leverage