A simple robust link between American puts and credit protection
Peter Carr; Liuren Wu
| Year of publication: |
2011
|
|---|---|
| Authors: | Carr, Peter ; Wu, Liuren |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 24.2011, 2, p. 473-505
|
| Subject: | Optionsgeschäft | Option trading | Börsenkurs | Share price | Kreditversicherung | Credit insurance | Unternehmensanleihe | Corporate bond | Theorie | Theory | USA | United States | 2005-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008934157