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 |