The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: An Intertemporal General Equilibrium Model of Asset Prices / rank | |||
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| Property / cites work: Q5528194 / rank | |||
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| Property / cites work: Pricing the risks of default / rank | |||
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| Property / cites work: Q4905685 / rank | |||
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Revision as of 23:27, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation and behavior of Black-Scholes options subject to intertemporal default risk |
scientific article |
Statements
The valuation and behavior of Black-Scholes options subject to intertemporal default risk (English)
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29 October 2013
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default risk
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creditworthiness
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options
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margin requirements
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risk management
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default premium
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hedging
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derivatives
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forwards
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