scientific article; zbMATH DE number 7088119

zbMATH Open1418.91519MaRDI QIDQ5226696FDOQ5226696

Authors:

Publication date: 1 August 2019

Title of this publication is not available (Why is that?)

Recommendations

• The valuation of options when the market price of default risk involved
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zbMATH Keywords

optionsdefaultpricingcredit riskderivatives

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Pricing the risks of default
• A liquidity analysis of financial derivative products based on structural models

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