Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
| Year of publication: |
2001
|
|---|---|
| Authors: | Klein, Peter ; Inglis, Michael |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 5, p. 993
|