Pricing Black-Scholes options with correlated credit risk
| Year of publication: |
1996
|
|---|---|
| Authors: | Klein, P. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 20.1996, 7, p. 1211-1230
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