Pricing vulnerable European options when the option’s payoff can increase the risk of financial distress
- 1 May 2001
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 25 (5) , 993-1012
- https://doi.org/10.1016/s0378-4266(00)00109-6
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
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