Work

Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.748005

Authors: Liuren Wu, Peter P. Carr

Institutions: Baruch College, City University of New York, New York 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: W2117516143

Cites: 71

Cited by: 76

Related to: 10