Novel no-arbitrage conditions for options written on defaultable assets
Crossref DOI link: https://doi.org/10.1057/jdhf.2014.19
Published Online: 2014-11-05
Published Print: 2014-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Orosi, Greg
Text and Data Mining valid from 2014-11-01