مرکز منطقه ای اطلاع رساني علوم و فناوري - Pricing vulnerable European options when the option’s payoff can increase the risk of financial distress

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 :

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

Link To Document :