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The valuation of credit guarantees by compound options - MaRDI portal

The valuation of credit guarantees by compound options

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Publication:1841812

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DOI10.1007/S002910000037zbMath1017.91043OpenAlexW1975948321MaRDI QIDQ1841812

Edwin O. Fischer, Christian Keber, Dietmar G. Maringer

Publication date: 18 February 2001

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002910000037

zbMATH Keywords

option valuation compound options valuation of derivatives valuation of guarantees

Mathematics Subject Classification ID

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