On the pricing of credit spread options : a two factor HW-BK algorithm
Joao B. C. Garcia; Helmut van Ginderen; Reinaldo C. Garcia
| Year of publication: |
2003
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|---|---|
| Authors: | Garcia, João Batista C. ; Ginderen, Helmut van ; Garcia, Reinaldo C. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 5, p. 491-505
|
| Subject: | Derivat | Derivative | 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://www.econbiz.de/10001787578