Pricing derivatives on financial securities subject to credit risk
Robert A. Jarrow and Stuart M. Turnbull
| Year of publication: |
1995
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|---|---|
| Authors: | Jarrow, Robert A. |
| Other Persons: | Turnbull, Stuart M. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 50.1995, 1, p. 53-85
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| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Auch u.d.T.: Jarrow, Robert A.: The pricing and hedging of options on financial securities subject to credit risk |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001178320