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About this Economics, Econometrics and Finance article
The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications by J.-P. Chateau; D. Dufresne is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- J.-P. Chateau; D. Dufresne
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 1057-5219)
- Published
- 2002
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)