THE VALUATION AND BEHAVIOR OF BLACK-SCHOLES OPTIONS SUBJECT TO INTERTEMPORAL DEFAULT RISK

Authors
RICH DR
Citation
Dr. Rich, THE VALUATION AND BEHAVIOR OF BLACK-SCHOLES OPTIONS SUBJECT TO INTERTEMPORAL DEFAULT RISK, The Journal of finance, 51(3), 1996, pp. 1067-1068
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
51
Issue
3
Year of publication
1996
Pages
1067 - 1068
Database
ISI
SICI code
0022-1082(1996)51:3<1067:TVABOB>2.0.ZU;2-O