Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension
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Publication:3375386
DOI10.1080/14697680500362718zbMath1134.91444OpenAlexW2071720645MaRDI QIDQ3375386
Hsing-Hua Huang, Szu-Lang Liao
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500362718
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