Pricing Vulnerable American Options with Correlated Credit Risk

Hung, Mao-WeiMao-WeiHungChang, L.L.Chang2008-10-222018-06-292008-10-222018-06-292007http://ntur.lib.ntu.edu.tw//handle/246246/84730application/pdf465660 bytesapplication/pdfen-USPricing Vulnerable American Options with Correlated Credit Riskjournal article10.1007/s11147-007-9007-5http://ntur.lib.ntu.edu.tw/bitstream/246246/84730/1/35.pdf