Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (Q3375386)
From MaRDI portal
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
8 March 2006
0 references
