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At-the-Money Overvaluation of Black's but Undervaluation of GC European Futures Put Values in Terms of Johnson's Ones
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Contribution à la réglementation de Bâle-3 : de la consistance interne du continuum du crédit commercial en marquant à la "valeur de modèle" le risque de crédit des engagements de...
Chateau, Jean-Pierre D.
- In:
L' Actualité économique : revue trimest.
87
(
2011
)
4
,
pp. 445-479
Persistent link: https://www.econbiz.de/10009632986
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