Counterparty Credit Risk and American Options
Year of publication: |
2019
|
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Authors: | Klein, Peter |
Other Persons: | Yang, Jun (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | OTC-Handel | OTC market | Risikomanagement | Risk management |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: 'https://doi.org/10.3905/jod.2013.20.4.007' https://doi.org/10.3905/jod.2013.20.4.007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2010 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1600911 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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