The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf01536394 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125222357 / rank | |||
Normal rank | |||
Latest revision as of 09:31, 30 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)
0 references
29 October 2013
0 references
default risk
0 references
creditworthiness
0 references
options
0 references
margin requirements
0 references
risk management
0 references
default premium
0 references
hedging
0 references
derivatives
0 references
forwards
0 references
