Narrow search
Showing 1 - 2 of 2
Cover Image
The stochastic-volatility American put option of banks' credit line commitments: - Valuation and policy implications
Chateau, J.-P.; Dufresne, D. - In: International review of financial analysis 11 (2002) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10007166169
Cover Image
The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications
Chateau, J. -P.; Dufresne, D. - In: International Review of Financial Analysis 11 (2002) 2, pp. 159-181
Persistent link: https://www.econbiz.de/10005221773