Valuation of vulnerable American options with correlated credit risk (Q2462884): Difference between revisions

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+https://doi.org/10.1007/s11147-007-9007-5
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+W2025660709
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+The Numerical Evaluation of Certain Multivariate Normal Integrals
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@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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+Q5289009
@@ Property / cites work: Q5289009 / rank @@
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+Publication:2462884