Pricing of payment deferred vulnerable options and its application to vulnerable range accrual notes
Po-Cheng Wu; Chih-Wei Lee; Cheng-Kun Kuo
| Year of publication: |
2012
|
|---|---|
| Authors: | Wu, Po-cheng ; Lee, Chih-wei ; Kuo, Cheng-kun |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 6.2012, 2, p. 91-100
|
| Subject: | Reduced form model | vulnerable options | vulnerable range accrual notes |
| Extent: | graph. Darst. |
|---|---|
| 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/10009389630