Pricing vulnerable European options with stochastic default barriers (Q5432705)
From MaRDI portal
scientific article; zbMATH DE number 5221265
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing vulnerable European options with stochastic default barriers |
scientific article; zbMATH DE number 5221265 |
Statements
Pricing vulnerable European options with stochastic default barriers (English)
0 references
18 December 2007
0 references
option pricing
0 references
credit risk
0 references
derivatives
0 references