| 000 | 00489nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aTahani, Nabil | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aCredit spread option valuation under GARCH | ||
| 246 | _f2006 | ||
| 260 | _c2006 | ||
| 300 |
_bV. 14 _cIssue. 1 _a27 - 39 |
||
| 366 | _b2006 | ||
| 366 | _bFall | ||
| 650 | _aDerivatives | ||
| 653 | _aGARCH model;Equity returns;Credit spread;Corporate bonds; | ||
| 942 | _cJA | ||
| 999 |
_c46153 _d46153 |
||