Title of article :
On pricing of credit spread options
Author/Authors :
Rosella Giacometti، نويسنده , , Mariangela Teocchi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
13
From page :
52
To page :
64
Keywords :
finance , Credit spread options , stochastic processes , simulation , Mean reversion
Journal title :
European Journal of Operational Research
Serial Year :
2005
Journal title :
European Journal of Operational Research
Record number :
215350
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215350
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