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A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk
Shiu, Yung-Ming, Chou, Pai-Lung, Sheu, Jen-WenVolume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.741693
Date:
August, 2013
File:
PDF, 737 KB
english, 2013