Valuation of European options subject to financial distress and interest rate risk

Journal of Derivatives

Volumn 6, Issue 3, 1999, Pages 44-56

  Klein, Peter ^a   Inglis, Michael ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b RYERSON UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042149197     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1999.319118     Document Type: Article

References (14)

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12. Merton, R.C.. "Theory of Rational Option Pricing." Bell Journal of Economics and Management Science, 4 (1973), pp. 141-183.
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