The pricing of capped call options with credit risk (Q3132456)
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scientific article; zbMATH DE number 6831871
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The pricing of capped call options with credit risk |
scientific article; zbMATH DE number 6831871 |
Statements
29 January 2018
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credit risk
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capped call option
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martingale
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company value
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0.7766930460929871
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0.7744181156158447
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0.7707449197769165
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