Year 2005
Authors Hsing-Hua Huang ,Szu-Lang Liao, Hsing-Hua Huang
Paper Title Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension
Journal Title Quantitative Finance
Vol.No 5
Issue.No 5
Page(s) 443-457
Level Type SSCI
Total Pages 15
Date of Publication 2005-10-01