Credit spread option valuation under GARCH

Journal of Derivatives

Volumn 14, Issue 1, 2006, Pages 27-39

  Tahani, Nabil ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84858444158     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2006.650197     Document Type: Article

References (18)

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