---

Publication Type:
journal articles

Publication Year:
2006

Publication Bibliography:

Tahani, Nabil, “Credit Spread Option Valuation under GARCH,” The Journal of Derivatives, Fall 2006, Vol. 14, Iss. 1, pp 27-39.

Publication Reference Link:

Break down of publication data into fields

Publication Title:
Credit Spread Option Valuation under GARCH

Author Name:
Tahani, N.

Co-Author Name(s):

c
d

Conference Title:

Report Title:

Title of Paper:
Credit Spread Option Valuation under GARCH

Chapter Title:

Title of Journal:
The Journal of Derivatives

Title of Book:

Conference Name:

City and Province/State/Country:

Editor's Name (if different from Author's Name):

Volume and Issue:
Fall 2006, Vol. 14, Iss. 1

ISBN/Catalogue No:

Publisher:

City:

Page Number(s):
27-39

Publication Type:

Publication Category: