On the pricing of defaultable bonds using the framework of barrier options
Motokazu Ishizaka and Koichiro Takaoka
| Year of publication: |
2003
|
|---|---|
| Authors: | Ishizaka, Motokazu ; Takaoka, Koichiro |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 10.2003, 2/3, p. 151-162
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10002763408