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Pricing counterparty default risks : applications to FRNs and vulnerable options
Kang, Jangkoo; Kim, Hwa-sung - In: International review of financial analysis 14 (2005) 3, pp. 376-392
Persistent link: https://www.econbiz.de/10002960575
Cover Image
Pricing counterparty default risks: Applications to FRNs and vulnerable options
Kang, Jangkoo; Kim, Hwa-Sung - In: International review of financial analysis 14 (2005) 3, pp. 376
Persistent link: https://www.econbiz.de/10007149604