Valuation of vulnerable American options with correlated credit risk

Chang, L.-F.L.-F.ChangMAO-WEI HUNG2020-02-152020-02-152006https://scholars.lib.ntu.edu.tw/handle/123456789/459571Valuation of vulnerable American options with correlated credit riskjournal article10.1007/s11147-007-9007-52-s2.0-34548640094https://www.scopus.com/inward/record.uri?eid=2-s2.0-34548640094&doi=10.1007%2fs11147-007-9007-5&partnerID=40&md5=b6df7b6fd3278a8b42f897c22e127072