Valuation of vulnerable American options with correlated credit risk

Journal

Review of Derivatives Research

Journal Volume

9

Journal Issue

2

Pages

137-165

Date Issued

2006

Author(s)

Chang, L.-F.

DOI

10.1007/s11147-007-9007-5

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459571

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-34548640094&doi=10.1007%2fs11147-007-9007-5&partnerID=40&md5=b6df7b6fd3278a8b42f897c22e127072

Type

journal article