Closed-form interpolation-based formulas for European call options written on defaultable assets
Crossref DOI link: https://doi.org/10.1057/jam.2015.1
Published Online: 2015-03-19
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Orosi, Greg
Text and Data Mining valid from 2015-03-19