Stock options and credit default swaps : a joint framework for valuation and estimation
Year of publication: |
2010
|
---|---|
Authors: | Carr, Peter ; Wu, Liuren |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 4, p. 409-449
|
Subject: | Theorie | Theory | Kreditderivat | Credit derivative | Aktienoption | Stock option | Kreditrisiko | Credit risk | Swap |
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