Improved lower bounds of call options written on defaultable assets
Greg Orosi
| Year of publication: |
2014
|
|---|---|
| Authors: | Orosi, Greg |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 20.2014, 3, p. 127-130
|
| Subject: | option | arbitrage | bounds | default | Derivat | Derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Arbitrage | Insolvenz | Insolvency | Kreditrisiko | Credit risk |
| 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://ebvufind01.dmz1.zbw.eu/10010462983