![](/img/cover-not-exists.png)
Application of a variable default boundary to the pricing of vulnerable European options: the use of a three dimensional binomial tree
Chang, Yu-TengVolume:
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