Pricing vulnerable European options when the option’s payoff can increase the risk of financial distress

✍ Scribed by Peter Klein; Michael Inglis

• Book ID: 117528233
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 292 KB
• Volume: 25
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/s0378-4266(00)00109-6