Work

Pricing Black-Scholes options with correlated credit risk

Year: 1996

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(95)00052-6

Author: Peter Klein

Institution: University of Toronto

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2059516393

FWCI: 1.559

Cites: 29

Cited by: 262

Related to: 10