Chi Feng Tzeng

National Tsing Hua University - College of Technology Management

101, Section 2 Kuang Fu Road

Hsinchu, Taiwan 300

China

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Bankruptcy Probabilities Inferred from Option Prices

25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jod.2014.22.2.008
Posted: 20 May 2019
Stephen J. Taylor, Chi Feng Tzeng and Martin Widdicks
Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
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Abstract:

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Option prices, Bankruptcy probability, Risk-neutral density, Financial crisis