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Incorporating default risk into the Black-Scholes model using stochastic barrier option pricing theory /

Thesis (Ph. D.)--Virginia Polytechnic Institute and State University, 1993. / Vita. Abstract. Includes bibliographical references (leaves 205-208). Also available via the Internet.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/30859605
Date January 1993
CreatorsRich, Don R.,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceThis resource online

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