Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
Year of publication: |
2001
|
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Authors: | Klein, Peter ; Inglis, Michael |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 5, p. 993-1012
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Kreditrisiko | Credit risk | Theorie | Theory |
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