Pricing vulnerable american-style exchange options with correlated credit risk

Journal

International Research Journal of Finance and Economics

Journal Volume

75

Pages

194-208

Date Issued

2011

Author(s)

Chang, L.

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459412

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-80054730032&partnerID=40&md5=6d169fb059e1adb053597816406715dd

Type

journal article