Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension
Liao, Szu-Lang, Huang, Hsing-HuaТом:
5
Мова:
english
Журнал:
Quantitative Finance
DOI:
10.1080/14697680500362718
Date:
October, 2005
Файл:
PDF, 263 KB
english, 2005