Valuation of vulnerable American options with correlated credit risk

✍ Scribed by Lung-Fu Chang; Mao-Wei Hung

• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 451 KB
• Volume: 9
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1007/s11147-007-9007-5