Pricing Vulnerable European Options With Stochastic Default Barriers
Year of publication: |
2007
|
---|---|
Authors: | Hui, Cho-Hoi ; Lo, Chi-Fai ; Ku, K. C. |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: IMA Journal of Management Mathematics, Vol. 18, No. 4, pp. 315-329, 2007 |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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