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