The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238): Difference between revisions
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Revision as of 00:06, 5 March 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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