Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (Q3375386): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 10:57, 5 March 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

    Statements

    Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (English)
    0 references
    0 references
    0 references
    8 March 2006
    0 references

    Identifiers