An Application of New Barrier Options (Edokko Options) for Pricing Bonds with Credit Risk
| Year of publication: |
2002
|
|---|---|
| Authors: | Fujita, Takahiko ; Ishizaka, Motokazu |
| Published in: |
Hitotsubashi Journal of commerce and management. - Graduate School of Commerce and Management. - Vol. 37.2002, 1, p. 17-23
|
| Publisher: |
Graduate School of Commerce and Management |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010765903