Title of article :
Pricing Black-Scholes options with correlated credit risk
Author/Authors :
Peter Klein، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
19
From page :
1211
To page :
1229
Keywords :
derivatives , Default , Credit risk , pricing , OPTIONS
Journal title :
Journal of Banking and Finance
Serial Year :
1996
Journal title :
Journal of Banking and Finance
Record number :
192888
Link To Document :
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