Rare Disasters, Credit, and Option Market Puzzles.
Peter ChristoffersenDu DuRedouane ElkamhiPublished in: Manag. Sci. (2017)
Keyphrases
- option pricing
- risk evaluation
- financial institutions
- real option
- stock price
- man made
- credit card
- business opportunities
- credit scoring
- fraud detection
- constraint satisfaction
- cash flow
- financial data
- stock market
- market share
- decision making
- hurricane katrina
- technological innovation
- non stationary
- business processes
- information technology