The fractional Merton model : a new approach to credit risk pricing
Lucio Della Ratta, Arturo Leccadito and Giovanni Urga
| Year of publication: |
2008
|
|---|---|
| Other Persons: | Ratta, Lucio Della (contributor) ; Leccadito, Arturo (contributor) ; Urga, Giovanni (contributor) |
| Publisher: |
London : CEA, Cass Business School |
| Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
| Extent: | Online-Ressource (PDF-Datei: 52 S.) graph. Darst. |
|---|---|
| Series: | CEA_372Cass working paper series. - [London] : [Centre for Economic Analysis, CEA_372Cass], ZDB-ID 2466063-2. - Vol. 2008,13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003806877