Model effects in the pricing of credit spread options

Author(s)

• Miyazaki, Koichi
• Inoue, Takashi

Bibliographic Information

Model effects in the pricing of credit spread options

Koichi Miyazaki, Takashi Inoue

（Research report, no. 99-09）

University of Tsukuba, 1999

• NCID: BA42256831
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 20 leaves
• Size: 31 cm
• Parent Bibliography ID:
  • BA36542869