The valuation and behavior of black-scholes options subject to intertemporal default risk
Don Rich
| Year of publication: |
1996
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|---|---|
| Authors: | Rich, Don R. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 1.1996, 1, p. 25-59
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| Subject: | Optionspreistheorie | Option pricing theory | Kreditwürdigkeit | Credit rating | OTC-Handel | OTC market | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001205608