Kevin Shea

Disciplined Alpha

Alpha,One Marina Park Drive Suite 1490

Boston, MA 02210

United States

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A General Method for Valuing Complex Capital Structures

Number of pages: 15 Posted: 30 Apr 2019 Last Revised: 22 Jul 2019
Paul Borochin, Yaacov Kopeliovich and Kevin Shea
University of Florida - Department of Finance, Insurance and Real Estate, University of Connecticut - Department of Finance and Disciplined Alpha
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Abstract:

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Capital Structure, Binomial Trees, Derivatives Pricing