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dc.contributor.authorRich, Don R.en_US
dc.date.accessioned2014-03-14T21:14:30Z
dc.date.available2014-03-14T21:14:30Z
dc.date.issued1993en_US
dc.identifier.otheretd-06062008-171359en_US
dc.identifier.urihttp://hdl.handle.net/10919/38470
dc.format.mediumBTDen_US
dc.publisherVirginia Techen_US
dc.relation.haspartLD5655.V856_1993.R574.pdfen_US
dc.subjectStochastic analysis.en_US
dc.subject.lccLD5655.V856 1993.R574en_US
dc.titleIncorporating default risk into the Black-Scholes model using stochastic barrier option pricing theoryen_US
dc.typeDissertationen_US
dc.contributor.departmentFinanceen_US
dc.description.degreePh. D.en_US
thesis.degree.namePh. D.en_US
thesis.degree.leveldoctoralen_US
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen_US
thesis.degree.disciplineFinanceen_US
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-06062008-171359/en_US
dc.date.sdate2008-06-06en_US
dc.date.rdate2008-06-06
dc.date.adate2008-06-06en_US


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