Pricing Vulnerable Black-Scholes Options with Dynamic Default Barriers
| Year of publication: |
2003
|
|---|---|
| Authors: | Hui, C.H. ; Lo, C.F. ; Lee, H.C. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 10.2003, 4, p. 62-69
|