Derivatives Pricing Under Bilateral Counterparty Risk
Year of publication: |
2015
|
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Authors: | Ghamami, Samim |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (29 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 12, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2602879 [DOI] |
Classification: | G12 - Asset Pricing ; G2 - Financial Institutions and Services ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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