• Title of article

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

  • Author/Authors

    Peter Klein، نويسنده , , Michael Inglis، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    20
  • From page
    993
  • To page
    1012
  • Keywords
    OPTIONS , derivatives , Default , pricing , Credit risk
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2001
  • Journal title
    Journal of Banking and Finance
  • Record number

    193275