Equity as a call option on mean-reverting cash flows
By: Shou-Wei Chang.
Contributors: University of Southampton. School of Management.
Series: Discussion papers in accounting and management science / School of Management, University of Southampton -- no.98-138; Discussion papers in accounting and management science (Management School, University of Southampton) -- no98-138.
Publisher: School of Management, University of Southampton
Published: 1998
Place of publication: Southampton
Language: eng