A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk
| Year of publication: |
2013
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|---|---|
| Authors: | Shiu, Yung-Ming ; Chou, Pai-Lung ; Sheu, Jen-Wen |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1211-1223
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