Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension

By Szu-Lang Liao, Hsing-Hua Huang. 2005

62 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/2f9c0105e1f9174718d8a42f1c3b5aafe37cb632