Pricing black-scholes options with correlated credit risk
Peter Klein
| Year of publication: |
1996
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|---|---|
| Authors: | Klein, Peter |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 7, p. 1211-1229
|
| Subject: | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Theorie | Theory |
| 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/10001204896