default author photo

Bo Liu

The University of Manchester - School of Mathematics

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

142

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Why Effort on Structural Models is Worthwhile: New Evidence from a Parasian-Option Style Model

Number of pages: 11 Posted: 16 Mar 2006
Bo Liu, Peter Duck and David Newton
The University of Manchester - School of Mathematics, University of Manchester - Department of Mathematics and University of Bath - School of Management
Downloads 142 (518,102)

Abstract:

Loading...

bankruptcy resolution, ParAsian option, bond pricing, structural model, empirical test