دورية أكاديمية
An analytical GARCH valuation model for spread options with default risk
| العنوان: | An analytical GARCH valuation model for spread options with default risk |
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| المؤلفون: | Song, Shiyu, Tang, Dan, Xu, Guangli, Yin, Xunbai |
| المصدر: | In International Review of Economics and Finance January 2023 83:1-20 |
| قاعدة البيانات: | ScienceDirect |
Full Text Finder | تدمد: | 10590560 |
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| DOI: | 10.1016/j.iref.2022.08.013 |