Application of a variable default boundary to the pricing...

Application of a variable default boundary to the pricing of vulnerable European options: the use of a three dimensional binomial tree

Chang, Yu-Teng
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
Journal of Statistics and Management Systems
DOI:
10.1080/09720510.2006.10701224
Date:
November, 2006
File:
PDF, 471 KB
english, 2006
Conversion to is in progress
Conversion to is failed