Work

The valuation and behavior of black-scholes options subject to intertemporal default risk

Year: 1996

Type: article

Source: Review of Derivatives Research

DOI: 10.1007/bf01536394

Author: Don Rich

Institution: Northeastern University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2021390850

FWCI: 3.191

Cites: 29

Cited by: 28

Related to: 10