The pricing of Asian options with default risk
Year of publication: |
2009
|
---|---|
Authors: | Tsao, Chueh-yung ; Liu, Chao-ching |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 25.2009, p. 343-369
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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