A new model for pricing collateralized financial derivatives
Tim Xiao
| Year of publication: |
2016
|
|---|---|
| Authors: | Xiao, Tim |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2017, 4, p. 8-20
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Kreditsicherung | Collateral |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687345