A simple method for extracting the probability of default from American put option prices
نویسندگان
چکیده
منابع مشابه
A Simple Numerical Method for Pricing an American Put Option
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ژورنال
عنوان ژورنال: Journal of Futures Markets
سال: 2020
ISSN: 0270-7314,1096-9934
DOI: 10.1002/fut.22146