Valuation of vulnerable American options with correlated...

Valuation of vulnerable American options with correlated credit risk

Lung-Fu Chang, Mao-Wei Hung
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Volume:
9
Language:
english
Pages:
29
DOI:
10.1007/s11147-007-9007-5
Date:
September, 2006
File:
PDF, 451 KB
english, 2006
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