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• W3007747089 abstract "This paper presents a model for valuing vulnerable European options with risky collateral under the assumption that the holder of vulnerable options could recover a proportion of the option value u..." @default.
• W3007747089 created "2020-03-06" @default.
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• W3007747089 date "2020-02-19" @default.
• W3007747089 modified "2023-10-16" @default.
• W3007747089 title "The valuation of vulnerable European options with risky collateral" @default.
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• W3007747089 doi "https://doi.org/10.1080/1351847x.2020.1730419" @default.
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