Article thumbnail

Pricing counterparty default risks: Applications to FRNs and vulnerable options

By Jangkoo Kang and Hwa-Sung Kim
OAI identifier:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)

  • To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.

    Suggested articles