A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent‐Claims Approach

Abstract

The Journal of FinanceVolume 41, Issue 5 p. 1141-1148 Note A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach CHUN H. LAM, CHUN H. LAMSearch for more papers by this authorANDREW H. CHEN, ANDREW H. CHEN Both authors from Edwin L. Cox School of Business, Southern Methodist University. We are indebted to the comments and suggestions of Chris Barry, Sam Dennis, and two anonymous referees on earlier versions of the paper. The authors also acknowledge the financial support from the Center for the Study of Financial Institutions and Markets at Southern Methodist University.Search for more papers by this author CHUN H. LAM, CHUN H. LAMSearch for more papers by this authorANDREW H. CHEN, ANDREW H. CHEN Both authors from Edwin L. Cox School of Business, Southern Methodist University. We are indebted to the comments and suggestions of Chris Barry, Sam Dennis, and two anonymous referees on earlier versions of the paper. The authors also acknowledge the financial support from the Center for the Study of Financial Institutions and Markets at Southern Methodist University.Search for more papers by this author First published: December 1986 https://doi.org/10.1111/j.1540-6261.1986.tb02536.xCitations: 3 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume41, Issue5December 1986Pages 1141-1148 RelatedInformation