A refracted process in options : a credit valuation application
Andrew Clare, Carlos Manuel Pinheiro, Alberto Franco Pozzolo, João Miguel Reis
| Year of publication: |
2025
|
|---|---|
| Authors: | Clare, Andrew D. ; Pinheiro, Carlos Manuel ; Pozzolo, Alberto Franco ; Reis, João Miguel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 250.2025, Art.-No. 112276, p. 1-5
|
| Subject: | Bonds | Loans | Options | Regime-shift | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Optionsgeschäft | Option trading | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2025.112276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015463474