The credit risk and pricing of OTC options
Gechun Liang; Xuemin Ren
| Year of publication: |
2007
|
|---|---|
| Authors: | Liang, Gechun ; Ren, Xuemin |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 1/2, p. 45-68
|
| Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10003609530