The credit risk and pricing of OTC options (Q2471735)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The credit risk and pricing of OTC options |
scientific article |
Statements
The credit risk and pricing of OTC options (English)
0 references
18 February 2008
0 references
credit risk
0 references
OTC options
0 references
default probability
0 references
valuation
0 references
Green's function
0 references
