The credit risk and pricing of OTC options (Q2471735)
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scientific article; zbMATH DE number 5236596
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The credit risk and pricing of OTC options |
scientific article; zbMATH DE number 5236596 |
Statements
The credit risk and pricing of OTC options (English)
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18 February 2008
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credit risk
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OTC options
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default probability
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valuation
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Green's function
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0.8017483949661255
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0.78347247838974
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0.7798956632614136
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0.7735260128974915
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