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

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+The Numerical Evaluation of Certain Multivariate Normal Integrals
+Normal rank
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+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
+Normal rank
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+Q4905685
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+Normal rank
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+Q5289009
@@ Property / cites work: Q5289009 / rank @@
+Normal rank