Callable risky perpetual debt with protection period
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- Mjøs, Aksel & Persson, Svein-Arne, 2010. "A simple model of deferred callability in defaultable debt," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1350-1357, December.
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Keywords
Callable perpetual debt Embedded options Barrier options Optimal bankruptcy;Statistics
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