Pricing vulnerable European options with dynamic correlation between market risk and credit risk

著录项

• 来源
  《管理科学学报（英文版）》 |2020年第2期|125-145|共21页
• 作者

  Huawei Niu; Yu Xing; Yonggan Zhao;

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• 作者单位

  School of Economics and Management China University of Mining and Technology Xuzhou 221116 China;

  School of Finance Nanjing Audit University Nanjing 211815 China;

  School of Finance Nanjing Audit University Nanjing 211815 China;

  Rowe School of Business Dalhousie University Halifax B3H 4R2 Canada;

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• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词