Valuing vulnerable options with bond collateral
Guanying Wang and Xingchun Wang
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Guanying ; Wang, Xingchun |
| Subject: | collateral | credit risk | Vulnerable Option | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Anleihe | Bond | Öffentliche Anleihe | Public bond | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1736495 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415094