A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk (Q5397457): Difference between revisions
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scientific article; zbMATH DE number 6260402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk |
scientific article; zbMATH DE number 6260402 |
Statements
A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk (English)
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20 February 2014
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derivatives pricing
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derivatives securities
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stochastic interest rates
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credit risk
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