Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments
Published Online:16 Mar 2022https://doi.org/10.1287/opre.2022.2275
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Volume 70, Issue 4
July-August 2022
Pages iii-vii, 1953-2596, C2-C3
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- Received:February 08, 2020
- Accepted:December 30, 2021
- Published Online:March 16, 2022
Copyright © 2022, INFORMS
Cite as
Tathagata Banerjee, Zachary Feinstein (2022) Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments. Operations Research 70(4):2085-2100.
https://doi.org/10.1287/opre.2022.2275
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