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"Pricing formulae for constant proportion debt obligation notes: The ..."

Aysegül Iscanoglu Çekiç, Ömür Ugur (2014)

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DOI: 10.1016/J.CAM.2013.06.006

access: open

type: Journal Article

metadata version: 2021-02-16

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Aysegül Iscanoglu Çekiç, Ömür Ugur:
Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique. J. Comput. Appl. Math. 259: 362-370 (2014)

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