Pricing counterparty default risks: Applications to FRNs and vulnerable options
| Year of publication: |
2005
|
|---|---|
| Authors: | Kang, Jangkoo ; Kim, Hwa-Sung |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 14.2005, 3, p. 376
|