Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (Q3375386): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/14697680500362718 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
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| Property / cites work: An equilibrium characterization of the term structure / rank | |||
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Latest revision as of 10:50, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension |
scientific article |
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Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (English)
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8 March 2006
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